-100.0%
SOXS vs MKC
+279.9%
-379.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -2.6% |
| 7D | -16.6% | -4.3% | -12.3% | -19.8% |
| 30D | -4.4% | -3.1% | -1.3% | -7.8% |
| 3M | -26.2% | +6.8% | -33.1% | -25.6% |
| 6M | -99.3% | -18.3% | -80.9% | -99.6% |
| YTD | -99.5% | -23.1% | -76.5% | -99.8% |
| 1Y | -99.8% | -23.7% | -76.1% | -99.9% |
| 3Y | -100.0% | -31.0% | -69.0% | -100.0% |
| 5Y | -100.0% | -33.5% | -66.5% | -100.0% |
| 10Y | -100.0% | +30.3% | -130.3% | -100.0% |
| All | -100.0% | +279.9% | -379.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling