-91.6%
SOXS vs MCO
+9.9%
-101.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.9% | +3.9% | +4.5% |
| 7D | +46.7% | +10.7% | +36.0% | +35.5% |
| 30D | +97.0% | +17.9% | +79.1% | +75.1% |
| 3M | +39.5% | +9.5% | +30.1% | +30.8% |
| 6M | -54.9% | +18.1% | -73.0% | -58.2% |
| YTD | -90.4% | +4.1% | -94.5% | -91.6% |
| 1Y | -91.6% | +9.3% | -101.0% | -92.8% |
| All | -91.6% | +9.9% | -101.5% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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