-100.0%
SOXS vs MO
+114.7%
-214.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.8% | -5.4% |
| 7D | -4.7% | +0.1% | -4.9% | -4.7% |
| 30D | +7.7% | +7.1% | +0.6% | +10.6% |
| 3M | -10.2% | -2.0% | -8.2% | -14.0% |
| 6M | -99.2% | +7.3% | -106.5% | -99.4% |
| YTD | -99.5% | +23.5% | -123.0% | -99.6% |
| 1Y | -99.8% | +11.0% | -110.8% | -99.8% |
| 3Y | -100.0% | +95.0% | -195.0% | -100.0% |
| 5Y | -100.0% | +100.6% | -200.6% | -100.0% |
| All | -100.0% | +114.7% | -214.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling