+5,744.5%
MU vs SOXS
-100.0%
+5,844.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.1% | -13.0% | -1.9% |
| 7D | +2.0% | -9.4% | +11.4% | -1.1% |
| 30D | +12.5% | +6.2% | +6.4% | +17.7% |
| 3M | +9.6% | -28.0% | +37.6% | +21.7% |
| 6M | +142.6% | -99.2% | +241.8% | +23.4% |
| YTD | +242.7% | -99.5% | +342.1% | +56.4% |
| 1Y | +599.3% | -99.7% | +699.0% | +170.3% |
| 3Y | +1,308.3% | -100.0% | +1,408.3% | +283.3% |
| 5Y | +1,263.7% | -100.0% | +1,363.7% | +242.6% |
| All | +5,744.5% | -100.0% | +5,844.5% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling