-100.0%
SOXS vs MCHP
+733.7%
-833.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.7% | -9.2% | +2.2% |
| 7D | -4.7% | 0.0% | -4.8% | -4.3% |
| 30D | +7.7% | -6.0% | +13.8% | -3.1% |
| 3M | -10.2% | -19.7% | +9.5% | -22.4% |
| 6M | -99.2% | +14.0% | -113.2% | -95.3% |
| YTD | -99.5% | +18.4% | -117.9% | -96.8% |
| 1Y | -99.8% | +17.1% | -116.9% | -98.2% |
| 3Y | -100.0% | +0.7% | -100.7% | -99.7% |
| 5Y | -100.0% | +5.1% | -105.1% | -99.8% |
| 10Y | -100.0% | +206.3% | -306.3% | -100.0% |
| All | -100.0% | +733.7% | -833.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling