-91.6%
SOXS vs MMM
+22.1%
-113.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.5% | -0.8% | +15.8% |
| 7D | +46.7% | +12.2% | +34.4% | +59.7% |
| 30D | +97.0% | +18.8% | +78.1% | +126.4% |
| 3M | +39.5% | +7.4% | +32.2% | +44.3% |
| 6M | -54.9% | +38.3% | -93.3% | -35.4% |
| YTD | -90.4% | +22.9% | -113.2% | -86.9% |
| 1Y | -91.6% | +23.0% | -114.6% | -87.1% |
| All | -91.6% | +22.1% | -113.7% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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