-93.1%
SOXS vs MOD
-30.7%
-62.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.2% |
| 7D | -43.7% | +16.1% | -59.8% | -28.2% |
| 30D | +22.2% | -38.5% | +60.7% | -21.2% |
| 3M | +13.0% | -46.8% | +59.8% | -35.2% |
| 6M | -47.7% | -61.6% | +13.9% | -71.9% |
| YTD | -92.5% | -20.5% | -71.9% | -92.2% |
| 1Y | -93.1% | -28.0% | -65.1% | -93.1% |
| All | -93.1% | -30.7% | -62.5% | -93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling