-100.0%
SOXS vs MOD
+1,714.2%
-1,814.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +4.3% | -14.5% | -6.4% |
| 7D | -7.0% | +9.6% | -16.6% | +1.2% |
| 30D | +2.8% | 0.0% | +2.8% | +5.6% |
| 3M | -9.8% | -35.4% | +25.5% | -21.9% |
| 6M | -99.2% | -7.3% | -91.9% | -96.9% |
| YTD | -99.5% | +45.8% | -145.3% | -97.1% |
| 1Y | -99.8% | +43.1% | -142.9% | -98.6% |
| 3Y | -100.0% | +297.7% | -397.7% | -99.4% |
| 5Y | -100.0% | +1,478.8% | -1,578.7% | -99.6% |
| 10Y | -100.0% | +1,633.4% | -1,733.4% | -100.0% |
| All | -100.0% | +1,714.2% | -1,814.2% | -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