-100.0%
SOXS vs MO
+810.9%
-910.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.3% | +6.8% | +9.1% |
| 7D | -9.4% | -1.0% | -8.4% | -10.3% |
| 30D | +6.2% | +5.8% | +0.4% | +9.6% |
| 3M | -28.0% | -4.5% | -23.5% | -35.2% |
| 6M | -99.2% | +5.7% | -104.9% | -99.5% |
| YTD | -99.5% | +23.1% | -122.6% | -99.6% |
| 1Y | -99.7% | +10.9% | -110.7% | -99.8% |
| 3Y | -100.0% | +96.1% | -196.1% | -100.0% |
| 5Y | -100.0% | +100.1% | -200.1% | -100.0% |
| 10Y | -100.0% | +114.0% | -214.0% | -100.0% |
| All | -100.0% | +810.9% | -910.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling