-91.9%
SOXS vs MDLN
+15.3%
-107.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +18.4% | -9.6% | +4.9% |
| 7D | +46.7% | +24.7% | +22.0% | +40.3% |
| 30D | +97.0% | +12.7% | +84.3% | +90.4% |
| 3M | +39.5% | -4.0% | +43.6% | +39.2% |
| 6M | -54.9% | -8.7% | -46.2% | -56.5% |
| YTD | -90.4% | -3.9% | -86.5% | -90.8% |
| All | -91.9% | +15.3% | -107.2% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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