-91.6%
SOXS vs MO
+45.9%
-137.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.4% | +5.4% |
| 7D | +46.7% | +6.9% | +39.8% | +25.4% |
| 30D | +97.0% | +14.9% | +82.0% | +46.4% |
| 3M | +39.5% | +16.4% | +23.1% | +1.9% |
| 6M | -54.9% | +9.6% | -64.5% | -58.4% |
| YTD | -90.4% | +41.8% | -132.2% | -93.4% |
| 1Y | -91.6% | +45.3% | -137.0% | -94.6% |
| All | -91.6% | +45.9% | -137.5% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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