-100.0%
SOXS vs MET
+249.3%
-349.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.0% |
| 7D | -4.7% | -0.5% | -4.3% | -5.7% |
| 30D | +7.7% | +0.5% | +7.2% | +7.6% |
| 3M | -10.2% | +11.6% | -21.8% | +0.9% |
| 6M | -99.2% | +40.8% | -140.0% | -99.0% |
| YTD | -99.5% | +25.7% | -125.2% | -99.5% |
| 1Y | -99.8% | +24.4% | -124.1% | -99.7% |
| 3Y | -100.0% | +67.5% | -167.4% | -100.0% |
| 5Y | -100.0% | +85.8% | -185.8% | -100.0% |
| All | -100.0% | +249.3% | -349.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling