-100.0%
SOXS vs PTEN
+87.9%
-187.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.8% |
| 7D | -4.7% | +3.5% | -8.2% | -2.8% |
| 30D | +7.7% | +17.5% | -9.8% | +19.1% |
| 3M | -10.2% | +12.7% | -22.9% | -1.8% |
| 6M | -99.2% | +33.1% | -132.3% | -99.2% |
| YTD | -99.5% | +116.4% | -216.0% | -99.3% |
| 1Y | -99.8% | +141.2% | -240.9% | -99.6% |
| 3Y | -100.0% | -3.8% | -96.2% | -100.0% |
| All | -100.0% | +87.9% | -187.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PTEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling