-99.8%
SOXS vs MLM
-18.7%
-81.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -4.1% |
| 7D | -16.6% | -2.7% | -13.9% | -19.4% |
| 30D | -4.4% | -8.3% | +4.0% | -14.5% |
| 3M | -26.2% | -12.0% | -14.3% | -37.5% |
| 6M | -99.3% | -17.6% | -81.6% | -98.4% |
| YTD | -99.5% | -18.9% | -80.7% | -98.9% |
| 1Y | -99.8% | -17.6% | -82.1% | -99.5% |
| All | -99.8% | -18.7% | -81.0% | -99.5% |
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