-100.0%
SOXS vs MMM
+99.5%
-199.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -4.1% |
| 7D | -16.6% | -2.6% | -14.0% | -19.1% |
| 30D | -4.4% | -9.3% | +4.9% | -14.6% |
| 3M | -26.2% | +5.6% | -31.8% | -19.9% |
| 6M | -99.3% | +9.5% | -108.7% | -98.9% |
| YTD | -99.5% | +4.1% | -103.7% | -99.4% |
| 1Y | -99.8% | +9.4% | -109.2% | -99.7% |
| All | -100.0% | +99.5% | -199.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling