-99.9%
SOXS vs MA
+88.8%
-188.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | -1.2% |
| 7D | -43.7% | -0.5% | -43.2% | -44.1% |
| 30D | +22.2% | +7.9% | +14.3% | +36.7% |
| 3M | +13.0% | +16.8% | -3.8% | +41.4% |
| 6M | -47.7% | +31.0% | -78.7% | -27.3% |
| YTD | -92.5% | +15.0% | -107.5% | -92.5% |
| 1Y | -93.1% | +17.0% | -110.2% | -92.9% |
| 3Y | -99.7% | +68.5% | -168.2% | -99.0% |
| 5Y | -99.9% | +85.0% | -184.9% | -99.4% |
| All | -99.9% | +88.8% | -188.8% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 5y: compounded portfolio wealth divided by compounded MA 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…
5y analysis · Full analysis span regression · 6 months rolling