-100.0%
SOXS vs MDLZ
+375.8%
-475.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.1% | +8.0% | +8.2% |
| 7D | -9.4% | +1.7% | -11.1% | -7.4% |
| 30D | +6.2% | +1.1% | +5.0% | +7.1% |
| 3M | -28.0% | -1.8% | -26.2% | -37.5% |
| 6M | -99.2% | +12.3% | -111.5% | -99.3% |
| YTD | -99.5% | +18.0% | -117.5% | -99.6% |
| 1Y | -99.7% | +3.8% | -103.6% | -99.8% |
| 3Y | -100.0% | -2.4% | -97.6% | -100.0% |
| 5Y | -100.0% | +18.4% | -118.4% | -100.0% |
| 10Y | -100.0% | +88.1% | -188.1% | -100.0% |
| All | -100.0% | +375.8% | -475.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling