+60.5%
SOXS vs MP
-25.1%
+85.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +4.9% | -17.6% | -6.7% |
| 7D | +36.2% | -10.5% | +46.7% | +27.1% |
| 30D | +131.5% | -23.5% | +155.0% | +100.5% |
| 3M | +60.5% | -25.4% | +85.9% | +39.0% |
| All | +60.5% | -25.1% | +85.6% | +39.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling