-91.6%
SOXS vs MCHP
+25.9%
-117.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.3% | +12.0% | +2.1% |
| 7D | +46.7% | -5.4% | +52.0% | +34.7% |
| 30D | +97.0% | -7.5% | +104.5% | +80.2% |
| 3M | +39.5% | -6.0% | +45.6% | +37.6% |
| 6M | -54.9% | -20.1% | -34.9% | -50.8% |
| YTD | -90.4% | +20.2% | -110.6% | -78.1% |
| 1Y | -91.6% | +29.9% | -121.6% | -78.6% |
| All | -91.6% | +25.9% | -117.6% | -78.6% |
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