-99.9%
SOXS vs MMM
+42.2%
-142.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.4% | +12.5% | +9.2% |
| 7D | -28.4% | -0.8% | -27.6% | -28.6% |
| 30D | +19.4% | +11.7% | +7.8% | +38.7% |
| 3M | +28.2% | +1.0% | +27.2% | +30.0% |
| 6M | -37.7% | +26.0% | -63.8% | -12.3% |
| YTD | -91.6% | +16.3% | -108.0% | -88.9% |
| 1Y | -93.1% | +9.6% | -102.7% | -91.5% |
| 3Y | -99.7% | +157.3% | -257.0% | -98.3% |
| All | -99.9% | +42.2% | -142.1% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling