-100.0%
SOXS vs MP
+278.3%
-378.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +2.1% |
| 7D | -43.7% | +11.0% | -54.7% | -39.0% |
| 30D | +22.2% | -11.7% | +33.9% | +19.8% |
| 3M | +13.0% | -30.8% | +43.8% | -1.3% |
| 6M | -47.7% | -42.9% | -4.8% | -52.8% |
| YTD | -92.5% | -25.9% | -66.6% | -91.3% |
| 1Y | -93.1% | -37.3% | -55.8% | -92.5% |
| 3Y | -99.7% | +150.7% | -250.4% | -98.9% |
| 5Y | -99.9% | -19.3% | -80.7% | -99.8% |
| All | -100.0% | +278.3% | -378.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling