-100.0%
SOXS vs MET
+66.1%
-166.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.1% | +7.0% | +9.6% |
| 7D | -9.4% | -2.5% | -6.9% | -12.8% |
| 30D | +6.2% | 0.0% | +6.2% | +5.3% |
| 3M | -28.0% | +13.1% | -41.1% | -17.4% |
| 6M | -99.2% | +39.0% | -138.2% | -99.0% |
| YTD | -99.5% | +25.2% | -124.7% | -99.5% |
| 1Y | -99.7% | +25.6% | -125.4% | -99.7% |
| All | -100.0% | +66.1% | -166.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling