-100.0%
SOXS vs PYPL
-81.3%
-18.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.2% | +5.9% | +10.3% |
| 7D | -9.4% | -5.9% | -3.5% | -15.6% |
| 30D | +6.2% | -9.4% | +15.6% | -3.6% |
| 3M | -28.0% | +31.3% | -59.3% | -6.1% |
| 6M | -99.2% | +19.1% | -118.3% | -99.1% |
| YTD | -99.5% | -7.9% | -91.6% | -99.6% |
| 1Y | -99.7% | -17.9% | -81.9% | -99.8% |
| 3Y | -100.0% | -11.6% | -88.4% | -100.0% |
| 5Y | -100.0% | -81.0% | -19.0% | -100.0% |
| All | -100.0% | -81.3% | -18.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling