+10,537.9%
MU vs SOXS
-100.0%
+10,637.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -10.2% | +16.3% | +2.0% |
| 7D | +9.0% | -7.0% | +16.0% | +6.4% |
| 30D | +13.8% | +2.8% | +11.0% | +17.7% |
| 3M | +2.1% | -9.8% | +11.9% | +29.0% |
| 6M | +153.8% | -99.2% | +253.0% | +21.4% |
| YTD | +256.4% | -99.5% | +355.9% | +49.5% |
| 1Y | +719.8% | -99.8% | +819.5% | +174.5% |
| 3Y | +1,360.4% | -100.0% | +1,460.3% | +255.9% |
| 5Y | +1,312.4% | -100.0% | +1,412.4% | +195.6% |
| 10Y | +6,142.6% | -100.0% | +6,242.6% | +57.9% |
| All | +10,537.9% | -100.0% | +10,637.9% | -27.4% |
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 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