-93.5%
SOXS vs MNST
+29.3%
-122.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.1% | -18.3% | -18.1% |
| 7D | -22.3% | -6.9% | -15.4% | -22.6% |
| 30D | +21.9% | +3.7% | +18.1% | +23.3% |
| 3M | +4.2% | -0.3% | +4.5% | +3.8% |
| 6M | -43.4% | +5.1% | -48.5% | -40.2% |
| YTD | -92.5% | +18.4% | -111.0% | -90.4% |
| 1Y | -93.5% | +26.3% | -119.7% | -92.2% |
| All | -93.5% | +29.3% | -122.7% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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