-99.2%
SOXS vs MDLZ
+12.9%
-112.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.4% |
| 7D | -4.7% | +1.9% | -6.6% | -9.8% |
| 30D | +7.7% | +0.4% | +7.3% | +5.8% |
| 3M | -10.2% | -0.6% | -9.5% | -8.6% |
| 6M | -99.2% | +14.7% | -113.9% | -99.1% |
| All | -99.2% | +12.9% | -112.1% | -99.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling