-100.0%
SOXS vs MKSI
+190.8%
-290.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -1.8% |
| 7D | -4.7% | +2.7% | -7.4% | +0.6% |
| 30D | +7.7% | -12.8% | +20.5% | -11.8% |
| 3M | -10.2% | -22.5% | +12.4% | -14.2% |
| 6M | -99.2% | +19.4% | -118.6% | -95.5% |
| YTD | -99.5% | +67.7% | -167.2% | -94.5% |
| 1Y | -99.8% | +131.4% | -231.2% | -94.3% |
| 3Y | -100.0% | +197.3% | -297.3% | -97.7% |
| All | -100.0% | +190.8% | -290.8% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling