-100.0%
SOXS vs MOD
+1,005.7%
-1,105.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +9.9% | -32.1% | -13.8% |
| 7D | -5.1% | -13.9% | +8.9% | -10.1% |
| 30D | +60.4% | -41.5% | +101.9% | +16.1% |
| 3M | +32.7% | -45.7% | +78.4% | -4.8% |
| 6M | -36.2% | -61.1% | +24.9% | -54.9% |
| YTD | -90.9% | -20.5% | -70.4% | -87.1% |
| 1Y | -92.2% | -32.1% | -60.0% | -89.5% |
| 3Y | -99.7% | +146.5% | -246.2% | -97.9% |
| 5Y | -99.9% | +812.7% | -912.6% | -97.8% |
| 10Y | -100.0% | +966.8% | -1,066.8% | -100.0% |
| All | -100.0% | +1,005.7% | -1,105.7% | -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