-100.0%
SOXS vs MMM
+74.0%
-174.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.0% | +12.0% | +9.5% |
| 7D | -28.4% | -0.4% | -28.0% | -28.2% |
| 30D | +19.4% | +12.1% | +7.3% | +43.0% |
| 3M | +28.2% | +1.4% | +26.7% | +31.0% |
| 6M | -37.7% | +26.6% | -64.3% | -7.2% |
| YTD | -91.6% | +16.8% | -108.5% | -88.4% |
| 1Y | -93.1% | +10.1% | -103.2% | -91.3% |
| 3Y | -99.7% | +158.4% | -258.1% | -97.8% |
| 5Y | -99.9% | +43.1% | -143.0% | -99.7% |
| All | -100.0% | +74.0% | -174.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling