-99.9%
SOXS vs MOD
+748.9%
-848.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +5.7% | -18.4% | -6.4% |
| 7D | +36.2% | -25.5% | +61.8% | +5.1% |
| 30D | +131.5% | -49.0% | +180.5% | +27.0% |
| 3M | +60.5% | -49.8% | +110.3% | -8.2% |
| 6M | -25.9% | -64.8% | +38.9% | -60.0% |
| YTD | -88.3% | -27.6% | -60.7% | -84.9% |
| 1Y | -89.6% | -35.2% | -54.4% | -87.1% |
| 3Y | -99.6% | +137.1% | -236.8% | -95.7% |
| All | -99.9% | +748.9% | -848.8% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling