-100.0%
SOXS vs MCO
+1,945.4%
-2,045.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.5% | +9.6% | +5.5% |
| 7D | -9.4% | -7.3% | -2.1% | -20.9% |
| 30D | +6.2% | -1.7% | +7.9% | +1.3% |
| 3M | -28.0% | +3.9% | -31.9% | -30.2% |
| 6M | -99.2% | +3.8% | -103.0% | -99.1% |
| YTD | -99.5% | -7.9% | -91.6% | -99.6% |
| 1Y | -99.7% | -6.8% | -92.9% | -99.8% |
| 3Y | -100.0% | +40.9% | -140.9% | -100.0% |
| 5Y | -100.0% | +27.5% | -127.5% | -100.0% |
| 10Y | -100.0% | +381.4% | -481.4% | -100.0% |
| All | -100.0% | +1,945.4% | -2,045.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling