-100.0%
SOXS vs PWR
+2,415.0%
-2,515.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.3% | +9.4% | +5.8% |
| 7D | -9.4% | -0.2% | -9.2% | -9.4% |
| 30D | +6.2% | -7.7% | +13.9% | -5.4% |
| 3M | -28.0% | -4.9% | -23.1% | -15.9% |
| 6M | -99.2% | +9.7% | -108.9% | -97.7% |
| YTD | -99.5% | +46.7% | -146.2% | -97.5% |
| 1Y | -99.7% | +58.7% | -158.5% | -98.4% |
| 3Y | -100.0% | +200.7% | -300.7% | -99.4% |
| 5Y | -100.0% | +438.6% | -538.5% | -99.5% |
| All | -100.0% | +2,415.0% | -2,515.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling