-100.0%
SOXS vs MKC
-31.4%
-68.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.8% |
| 7D | -4.7% | -1.5% | -3.3% | -4.0% |
| 30D | +7.7% | -3.1% | +10.9% | +10.2% |
| 3M | -10.2% | +5.2% | -15.3% | -10.6% |
| 6M | -99.2% | -12.8% | -86.4% | -99.1% |
| YTD | -99.5% | -23.3% | -76.2% | -99.5% |
| 1Y | -99.8% | -24.1% | -75.6% | -99.7% |
| 3Y | -100.0% | -32.1% | -67.9% | -100.0% |
| All | -100.0% | -31.4% | -68.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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