-100.0%
SOXS vs MKSI
+524.1%
-624.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -1.7% |
| 7D | -4.7% | +2.7% | -7.4% | +0.6% |
| 30D | +7.7% | -12.8% | +20.5% | -11.9% |
| 3M | -10.2% | -22.5% | +12.4% | -14.1% |
| 6M | -99.2% | +19.4% | -118.6% | -95.2% |
| YTD | -99.5% | +67.7% | -167.2% | -94.0% |
| 1Y | -99.8% | +131.4% | -231.2% | -93.6% |
| 3Y | -100.0% | +197.3% | -297.3% | -97.0% |
| 5Y | -100.0% | +87.0% | -187.0% | -99.2% |
| All | -100.0% | +524.1% | -624.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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