-26.2%
SOXS vs MO
-3.3%
-22.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -0.5% |
| 7D | -16.6% | -2.4% | -14.2% | -9.0% |
| 30D | -4.4% | +3.6% | -7.9% | -14.5% |
| 3M | -26.2% | -3.7% | -22.5% | -12.0% |
| All | -26.2% | -3.3% | -22.9% | -12.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling