-99.8%
SOXS vs MCHP
+18.9%
-118.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.4% | -11.6% | -7.2% |
| 7D | -7.0% | +1.7% | -8.7% | -3.1% |
| 30D | +2.8% | -4.1% | +6.9% | -5.0% |
| 3M | -9.8% | -22.5% | +12.7% | -22.0% |
| 6M | -99.2% | +7.3% | -106.5% | -96.7% |
| YTD | -99.5% | +18.4% | -117.9% | -97.5% |
| 1Y | -99.8% | +18.1% | -117.9% | -98.9% |
| All | -99.8% | +18.9% | -118.7% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 1y: compounded portfolio wealth divided by compounded MCHP 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…
1y analysis · Full analysis span regression · 6 months rolling