-100.0%
SOXS vs PYPL
+38.8%
-138.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -4.4% |
| 7D | -16.6% | -4.3% | -12.2% | -21.9% |
| 30D | -4.4% | -11.5% | +7.1% | -18.0% |
| 3M | -26.2% | +26.1% | -52.4% | -3.9% |
| 6M | -99.3% | +13.7% | -112.9% | -99.2% |
| YTD | -99.5% | -9.8% | -89.7% | -99.6% |
| 1Y | -99.8% | -22.1% | -77.7% | -99.9% |
| 3Y | -100.0% | -13.5% | -86.5% | -100.0% |
| 5Y | -100.0% | -81.6% | -18.4% | -100.0% |
| 10Y | -100.0% | +38.8% | -138.8% | -100.0% |
| All | -100.0% | +38.8% | -138.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling