-100.0%
SOXS vs MOD
+1,079.7%
-1,179.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +27.9% | -16.8% | +34.4% |
| 7D | -28.4% | +40.4% | -68.8% | -3.3% |
| 30D | +19.4% | -14.0% | +33.4% | +16.9% |
| 3M | +28.2% | -33.3% | +61.5% | +7.9% |
| 6M | -37.7% | -51.4% | +13.7% | -47.6% |
| YTD | -91.6% | +1.6% | -93.2% | -85.5% |
| 1Y | -93.1% | +5.4% | -98.5% | -87.1% |
| 3Y | -99.7% | +191.0% | -290.7% | -97.5% |
| 5Y | -99.9% | +1,093.1% | -1,193.1% | -97.5% |
| All | -100.0% | +1,079.7% | -1,179.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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