-100.0%
SOXS vs MNDY
-50.8%
-49.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.0% | +3.1% | +10.8% |
| 7D | -9.4% | -12.5% | +3.1% | -16.2% |
| 30D | +6.2% | -2.6% | +8.8% | +3.9% |
| 3M | -28.0% | +4.2% | -32.3% | -29.8% |
| 6M | -99.2% | +9.8% | -108.9% | -99.4% |
| YTD | -99.5% | -42.3% | -57.2% | -99.8% |
| 1Y | -99.7% | -54.5% | -45.2% | -99.9% |
| 3Y | -100.0% | -50.3% | -49.7% | -100.0% |
| 5Y | -100.0% | -77.1% | -22.9% | -100.0% |
| All | -100.0% | -50.8% | -49.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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