-100.0%
SOXS vs MA
+2,813.6%
-2,913.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.3% | -18.4% | -17.6% |
| 7D | -22.3% | -1.8% | -20.5% | -23.6% |
| 30D | +21.9% | +11.0% | +10.8% | +43.9% |
| 3M | +4.2% | +17.9% | -13.6% | +33.1% |
| 6M | -43.4% | +33.2% | -76.5% | -18.5% |
| YTD | -92.5% | +16.5% | -109.0% | -91.8% |
| 1Y | -93.5% | +19.1% | -112.6% | -92.5% |
| 3Y | -99.7% | +70.6% | -170.3% | -99.2% |
| 5Y | -99.9% | +92.1% | -192.1% | -99.6% |
| 10Y | -100.0% | +569.6% | -669.6% | -100.0% |
| All | -100.0% | +2,813.6% | -2,913.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling