+2,168.8%
MSFT vs SOXS
-100.0%
+2,268.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.9% |
| 7D | -1.4% | -15.6% | +14.2% | -4.0% |
| 30D | -1.0% | +4.8% | -5.8% | +0.1% |
| 3M | +20.2% | -21.6% | +41.8% | +21.5% |
| 6M | +21.3% | -99.3% | +120.6% | -23.3% |
| YTD | +2.8% | -99.5% | +102.3% | -37.9% |
| 1Y | 0.0% | -99.8% | +99.7% | -46.2% |
| 3Y | +51.2% | -100.0% | +151.2% | -37.3% |
| 5Y | +71.4% | -100.0% | +171.4% | -33.6% |
| 10Y | +868.6% | -100.0% | +968.6% | +45.1% |
| All | +2,168.8% | -100.0% | +2,268.8% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling