-99.6%
SOXS vs MDLN
-7.1%
-92.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | -4.7% | -11.1% | +6.3% | -1.9% |
| 30D | +7.7% | -8.4% | +16.1% | +9.9% |
| 3M | -10.2% | -12.4% | +2.2% | -7.6% |
| 6M | -99.2% | -23.3% | -75.9% | -99.1% |
| YTD | -99.5% | -22.5% | -77.0% | -99.5% |
| All | -99.6% | -7.1% | -92.5% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling