-91.6%
SOXS vs MDLZ
+22.7%
-114.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +1.4% |
| 7D | +46.7% | +8.9% | +37.8% | +25.3% |
| 30D | +97.0% | +15.2% | +81.8% | +56.9% |
| 3M | +39.5% | +9.5% | +30.0% | +21.3% |
| 6M | -54.9% | +11.7% | -66.6% | -60.0% |
| YTD | -90.4% | +28.4% | -118.8% | -91.9% |
| 1Y | -91.6% | +24.4% | -116.1% | -92.8% |
| All | -91.6% | +22.7% | -114.3% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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