-100.0%
SOXS vs MKTX
-25.3%
-74.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | +7.7% | +0.7% | +7.0% | +7.6% |
| 3M | -10.2% | +40.8% | -50.9% | -18.3% |
| 6M | -99.2% | -8.0% | -91.2% | -99.0% |
| YTD | -99.5% | -8.7% | -90.8% | -99.4% |
| 1Y | -99.8% | -11.8% | -87.9% | -99.7% |
| 3Y | -100.0% | -24.0% | -76.0% | -100.0% |
| All | -100.0% | -25.3% | -74.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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