-100.0%
SOXS vs MNST
+2,480.8%
-2,580.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.6% | -9.6% | -10.8% |
| 7D | -7.0% | -6.5% | -0.5% | -12.8% |
| 30D | +2.8% | -7.2% | +10.0% | -5.5% |
| 3M | -9.8% | -1.0% | -8.8% | -12.4% |
| 6M | -99.2% | +11.5% | -110.7% | -98.9% |
| YTD | -99.5% | +14.3% | -113.8% | -99.3% |
| 1Y | -99.8% | +38.1% | -137.9% | -99.6% |
| 3Y | -100.0% | +55.0% | -155.0% | -100.0% |
| 5Y | -100.0% | +79.6% | -179.6% | -100.0% |
| 10Y | -100.0% | +241.8% | -341.8% | -100.0% |
| All | -100.0% | +2,480.8% | -2,580.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling