-100.0%
SOXS vs MMM
+293.8%
-393.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -5.3% |
| 7D | -16.6% | -2.6% | -14.0% | -20.6% |
| 30D | -4.4% | -9.3% | +4.9% | -20.2% |
| 3M | -26.2% | +5.6% | -31.8% | -16.8% |
| 6M | -99.3% | +9.5% | -108.7% | -98.8% |
| YTD | -99.5% | +4.1% | -103.7% | -99.3% |
| 1Y | -99.8% | +9.4% | -109.2% | -99.6% |
| 3Y | -100.0% | +101.0% | -201.0% | -99.9% |
| 5Y | -100.0% | +26.1% | -126.1% | -100.0% |
| 10Y | -100.0% | +54.7% | -154.7% | -100.0% |
| All | -100.0% | +293.8% | -393.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling