-93.1%
SOXS vs MLM
-16.0%
-77.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | -0.2% |
| 7D | -43.7% | -2.0% | -41.7% | -44.5% |
| 30D | +22.2% | +9.5% | +12.7% | +31.5% |
| 3M | +13.0% | -4.7% | +17.7% | +7.5% |
| 6M | -47.7% | -10.7% | -37.0% | -52.2% |
| YTD | -92.5% | -16.6% | -75.9% | -92.2% |
| 1Y | -93.1% | -15.4% | -77.7% | -92.6% |
| All | -93.1% | -16.0% | -77.2% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling