-100.0%
SOXS vs MOD
+1,486.8%
-1,586.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -4.8% |
| 7D | -16.6% | +3.6% | -20.2% | -13.7% |
| 30D | -4.4% | -2.6% | -1.7% | -4.4% |
| 3M | -26.2% | -33.1% | +6.9% | -35.3% |
| 6M | -99.3% | -7.5% | -91.8% | -97.4% |
| YTD | -99.5% | +39.3% | -138.8% | -97.6% |
| 1Y | -99.8% | +34.3% | -134.0% | -98.8% |
| 3Y | -100.0% | +296.2% | -396.2% | -99.6% |
| 5Y | -100.0% | +1,504.6% | -1,604.6% | -99.7% |
| 10Y | -100.0% | +1,511.5% | -1,611.5% | -100.0% |
| All | -100.0% | +1,486.8% | -1,586.8% | -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