-18.0%
MU vs SOXS
+25.4%
-43.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.1% | -13.6% | +1.7% |
| 7D | +12.8% | -28.4% | +41.2% | +2.3% |
| 30D | -14.9% | +19.4% | -34.3% | +0.9% |
| 3M | -18.0% | +28.2% | -46.2% | +4.8% |
| All | -18.0% | +25.4% | -43.4% | +4.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling