-0.8%
MSFT vs SOXS
-99.8%
+99.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.2% | +8.2% | -2.1% |
| 7D | -2.7% | -7.0% | +4.3% | -2.7% |
| 30D | +2.7% | +2.8% | -0.1% | +2.8% |
| 3M | +17.0% | -9.8% | +26.8% | +16.0% |
| 6M | +23.8% | -99.2% | +123.0% | +12.1% |
| YTD | +4.0% | -99.5% | +103.5% | -7.9% |
| 1Y | -0.8% | -99.8% | +99.0% | -9.4% |
| All | -0.8% | -99.8% | +99.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXS.
Daily Out/Under-Performance
Portfolio return minus SOXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXS 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 1y: compounded portfolio wealth divided by compounded SOXS 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…
1y analysis · Full analysis span regression · 6 months rolling