-99.8%
SOXS vs MCK
+25.1%
-124.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.7% |
| 7D | -4.7% | -2.9% | -1.8% | -1.3% |
| 30D | +7.7% | +0.4% | +7.3% | +7.1% |
| 3M | -10.2% | +12.1% | -22.3% | -18.0% |
| 6M | -99.2% | -5.4% | -93.8% | -99.2% |
| YTD | -99.5% | +7.8% | -107.3% | -99.5% |
| 1Y | -99.8% | +22.9% | -122.7% | -99.8% |
| All | -99.8% | +25.1% | -124.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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