-100.0%
SOXS vs MAR
+450.9%
-550.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -3.0% |
| 7D | -4.7% | -0.5% | -4.2% | -5.5% |
| 30D | +7.7% | -5.4% | +13.2% | -0.9% |
| 3M | -10.2% | -15.5% | +5.3% | -32.3% |
| 6M | -99.2% | +3.0% | -102.2% | -98.9% |
| YTD | -99.5% | +8.5% | -108.0% | -99.2% |
| 1Y | -99.8% | +26.0% | -125.7% | -99.5% |
| 3Y | -100.0% | +68.6% | -168.6% | -99.9% |
| 5Y | -100.0% | +157.4% | -257.4% | -100.0% |
| All | -100.0% | +450.9% | -550.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling