-28.0%
SOXS vs MCHP
-20.2%
-7.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.0% | +10.1% | +3.5% |
| 7D | -9.4% | -2.1% | -7.3% | -13.4% |
| 30D | +6.2% | -11.1% | +17.3% | -18.2% |
| 3M | -28.0% | -18.1% | -9.9% | -40.0% |
| All | -28.0% | -20.2% | -7.8% | -40.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling