-100.0%
SOXS vs PWR
+3,331.0%
-3,431.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.7% | -10.9% | -9.2% |
| 7D | -7.0% | +3.6% | -10.6% | -1.9% |
| 30D | +2.8% | -8.6% | +11.4% | -8.0% |
| 3M | -9.8% | -13.2% | +3.3% | -6.7% |
| 6M | -99.2% | +9.9% | -109.1% | -97.9% |
| YTD | -99.5% | +48.0% | -147.5% | -97.9% |
| 1Y | -99.8% | +66.2% | -165.9% | -98.8% |
| 3Y | -100.0% | +195.1% | -295.1% | -99.6% |
| 5Y | -100.0% | +442.6% | -542.6% | -99.8% |
| 10Y | -100.0% | +2,334.2% | -2,434.2% | -100.0% |
| All | -100.0% | +3,331.0% | -3,431.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling