-100.0%
SOXS vs PWR
+448.6%
-548.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -5.5% |
| 7D | -16.6% | +2.7% | -19.2% | -12.1% |
| 30D | -4.4% | -5.1% | +0.8% | -11.5% |
| 3M | -26.2% | -9.4% | -16.9% | -20.3% |
| 6M | -99.3% | +10.4% | -109.7% | -97.7% |
| YTD | -99.5% | +48.6% | -148.2% | -97.3% |
| 1Y | -99.8% | +68.0% | -167.8% | -98.2% |
| 3Y | -100.0% | +204.7% | -304.7% | -99.2% |
| 5Y | -100.0% | +451.9% | -551.9% | -99.3% |
| All | -100.0% | +448.6% | -548.6% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling