-100.0%
SOXS vs MET
+321.6%
-421.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -8.1% |
| 7D | -15.6% | +1.1% | -16.7% | -14.5% |
| 30D | +4.8% | -2.3% | +7.1% | +0.4% |
| 3M | -21.6% | +13.9% | -35.5% | -8.5% |
| 6M | -99.3% | +34.8% | -134.1% | -99.2% |
| YTD | -99.5% | +23.5% | -123.1% | -99.5% |
| 1Y | -99.8% | +23.4% | -123.2% | -99.8% |
| 3Y | -100.0% | +64.9% | -164.9% | -100.0% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| 10Y | -100.0% | +244.4% | -344.4% | -100.0% |
| All | -100.0% | +321.6% | -421.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling