-100.0%
SOXS vs MCHP
0.0%
-100.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.7% | -9.2% | +1.3% |
| 7D | -4.7% | 0.0% | -4.8% | -4.3% |
| 30D | +7.7% | -6.0% | +13.8% | -1.8% |
| 3M | -10.2% | -19.7% | +9.5% | -19.9% |
| 6M | -99.2% | +14.0% | -113.2% | -96.1% |
| YTD | -99.5% | +18.4% | -117.9% | -97.4% |
| 1Y | -99.8% | +17.1% | -116.9% | -98.5% |
| 3Y | -100.0% | +0.7% | -100.7% | -99.8% |
| All | -100.0% | 0.0% | -100.0% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling