-100.0%
SOXS vs MA
+66.7%
-166.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -2.9% |
| 7D | -16.6% | -3.5% | -13.1% | -21.7% |
| 30D | -4.4% | +0.8% | -5.1% | -4.6% |
| 3M | -26.2% | +14.8% | -41.0% | -11.6% |
| 6M | -99.3% | +10.0% | -109.2% | -99.5% |
| YTD | -99.5% | -0.1% | -99.4% | -99.8% |
| 1Y | -99.8% | -2.2% | -97.6% | -99.9% |
| 3Y | -100.0% | +39.3% | -139.2% | -100.0% |
| 5Y | -100.0% | +66.3% | -166.3% | -100.0% |
| All | -100.0% | +66.7% | -166.7% | -100.0% |
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