-99.7%
SOXS vs MLM
+15.7%
-115.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.7% | +11.8% | +10.0% |
| 7D | -28.4% | -0.9% | -27.6% | -28.7% |
| 30D | +19.4% | +9.0% | +10.4% | +35.6% |
| 3M | +28.2% | -5.6% | +33.7% | +17.6% |
| 6M | -37.7% | -10.7% | -27.0% | -47.9% |
| YTD | -91.6% | -17.2% | -74.5% | -93.4% |
| 1Y | -93.1% | -14.2% | -78.8% | -94.1% |
| 3Y | -99.7% | +15.6% | -115.3% | -99.3% |
| All | -99.7% | +15.7% | -115.4% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling