-100.0%
SOXS vs MELI
+4,121.5%
-4,221.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.6% | +6.5% | +9.6% |
| 7D | -9.4% | -4.3% | -5.2% | -13.4% |
| 30D | +6.2% | -1.7% | +7.9% | +2.8% |
| 3M | -28.0% | +20.0% | -48.0% | -16.2% |
| 6M | -99.2% | +9.4% | -108.6% | -99.3% |
| YTD | -99.5% | -5.4% | -94.1% | -99.6% |
| 1Y | -99.7% | -18.8% | -80.9% | -99.8% |
| 3Y | -100.0% | +33.5% | -133.5% | -100.0% |
| 5Y | -100.0% | +3.2% | -103.2% | -100.0% |
| 10Y | -100.0% | +967.9% | -1,067.9% | -100.0% |
| All | -100.0% | +4,121.5% | -4,221.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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