-100.0%
SOXS vs MNST
+81.5%
-181.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.3% | -6.6% |
| 7D | -15.6% | -4.1% | -11.5% | -19.5% |
| 30D | +4.8% | -4.5% | +9.2% | -1.5% |
| 3M | -21.6% | -2.5% | -19.2% | -24.7% |
| 6M | -99.3% | +14.1% | -113.5% | -99.1% |
| YTD | -99.5% | +12.6% | -112.1% | -99.3% |
| 1Y | -99.8% | +36.9% | -136.7% | -99.6% |
| 3Y | -100.0% | +53.1% | -153.1% | -100.0% |
| 5Y | -100.0% | +78.2% | -178.2% | -100.0% |
| All | -100.0% | +81.5% | -181.5% | -100.0% |
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