-89.1%
SOXS vs MP
-42.5%
-46.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +4.9% | -17.6% | -7.2% |
| 7D | +36.2% | -10.5% | +46.7% | +25.4% |
| 30D | +131.5% | -23.5% | +155.0% | +88.7% |
| 3M | +60.5% | -25.4% | +85.9% | +32.0% |
| 6M | -25.9% | -51.3% | +25.3% | -47.4% |
| YTD | -88.3% | -29.9% | -58.4% | -86.6% |
| All | -89.1% | -42.5% | -46.6% | -89.3% |
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