-91.6%
SOXS vs MP
-35.7%
-56.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.1% | +13.8% | +3.7% |
| 7D | +46.7% | -12.5% | +59.2% | +30.4% |
| 30D | +97.0% | -23.3% | +120.3% | +58.9% |
| 3M | +39.5% | -24.4% | +63.9% | +14.7% |
| 6M | -54.9% | -45.8% | -9.2% | -65.1% |
| YTD | -90.4% | -28.9% | -61.5% | -89.5% |
| 1Y | -91.6% | -34.6% | -57.1% | -91.0% |
| All | -91.6% | -35.7% | -56.0% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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