-93.1%
SOXS vs MP
-35.6%
-57.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.5% | +7.6% | +14.9% |
| 7D | -28.4% | +9.5% | -37.9% | -19.5% |
| 30D | +19.4% | -3.0% | +22.4% | +25.4% |
| 3M | +28.2% | -30.4% | +58.5% | +0.7% |
| 6M | -37.7% | -39.2% | +1.5% | -45.2% |
| YTD | -91.6% | -23.3% | -68.4% | -89.2% |
| 1Y | -93.1% | -32.6% | -60.4% | -91.7% |
| All | -93.1% | -35.6% | -57.5% | -91.7% |
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