-100.0%
SOXS vs PYPL
+44.3%
-144.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -4.6% |
| 7D | -4.7% | -2.3% | -2.5% | -8.0% |
| 30D | +7.7% | -9.0% | +16.8% | -4.6% |
| 3M | -10.2% | +30.6% | -40.7% | +21.5% |
| 6M | -99.2% | +18.6% | -117.8% | -99.1% |
| YTD | -99.5% | -7.2% | -92.4% | -99.6% |
| 1Y | -99.8% | -19.3% | -80.5% | -99.8% |
| 3Y | -100.0% | -12.3% | -87.7% | -100.0% |
| 5Y | -100.0% | -80.9% | -19.1% | -100.0% |
| All | -100.0% | +44.3% | -144.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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