-99.7%
SOXS vs MMM
+8.3%
-108.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +7.0% |
| 7D | -9.4% | -3.2% | -6.2% | -12.7% |
| 30D | +6.2% | -10.7% | +16.8% | -6.4% |
| 3M | -28.0% | +4.3% | -32.3% | -23.0% |
| 6M | -99.2% | +5.9% | -105.1% | -98.9% |
| YTD | -99.5% | +3.2% | -102.7% | -99.3% |
| 1Y | -99.7% | +8.0% | -107.8% | -99.6% |
| All | -99.7% | +8.3% | -108.0% | -99.6% |
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