-100.0%
SOXS vs MCO
+28.6%
-128.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -2.8% |
| 7D | -4.7% | -3.8% | -1.0% | -10.8% |
| 30D | +7.7% | -0.4% | +8.1% | +5.4% |
| 3M | -10.2% | +7.7% | -17.9% | -5.2% |
| 6M | -99.2% | +7.0% | -106.2% | -99.1% |
| YTD | -99.5% | -6.4% | -93.1% | -99.6% |
| 1Y | -99.8% | -7.6% | -92.1% | -99.8% |
| 3Y | -100.0% | +43.2% | -143.2% | -99.9% |
| All | -100.0% | +28.6% | -128.6% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling