-99.9%
SOXS vs MNST
+101.0%
-200.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.2% | -22.1% | -22.4% |
| 7D | -5.1% | -5.0% | -0.1% | -10.1% |
| 30D | +60.4% | +4.6% | +55.8% | +64.8% |
| 3M | +32.7% | +1.0% | +31.7% | +29.7% |
| 6M | -36.2% | +5.8% | -42.0% | -34.8% |
| YTD | -90.9% | +19.1% | -110.0% | -88.5% |
| 1Y | -92.2% | +30.9% | -123.1% | -88.9% |
| 3Y | -99.7% | +65.7% | -165.4% | -99.4% |
| 5Y | -99.9% | +99.0% | -198.9% | -99.6% |
| All | -99.9% | +101.0% | -200.9% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling