-100.0%
SOXS vs MOD
+800.4%
-900.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +5.7% | -18.4% | -7.7% |
| 7D | +36.2% | -25.5% | +61.8% | +11.4% |
| 30D | +131.5% | -49.0% | +180.5% | +44.8% |
| 3M | +60.5% | -49.8% | +110.3% | +4.3% |
| 6M | -25.9% | -64.8% | +38.9% | -53.3% |
| YTD | -88.3% | -27.6% | -60.7% | -84.7% |
| 1Y | -89.6% | -35.2% | -54.4% | -86.8% |
| 3Y | -99.6% | +137.1% | -236.8% | -97.1% |
| 5Y | -99.9% | +760.3% | -860.2% | -96.6% |
| 10Y | -100.0% | +938.8% | -1,038.8% | -100.0% |
| All | -100.0% | +800.4% | -900.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling