-99.6%
SOXS vs MDLN
-7.5%
-92.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.9% | +13.0% | +9.3% |
| 7D | -9.4% | -11.5% | +2.1% | -6.6% |
| 30D | +6.2% | -7.6% | +13.7% | +8.0% |
| 3M | -28.0% | -11.4% | -16.7% | -26.1% |
| 6M | -99.2% | -24.5% | -74.7% | -99.1% |
| YTD | -99.5% | -22.9% | -76.6% | -99.5% |
| All | -99.6% | -7.5% | -92.1% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling