-99.6%
SOXS vs MP
+114.3%
-214.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +4.9% | -17.6% | -9.9% |
| 7D | +36.2% | -10.5% | +46.7% | +30.8% |
| 30D | +131.5% | -23.5% | +155.0% | +109.5% |
| 3M | +60.5% | -25.4% | +85.9% | +46.5% |
| 6M | -25.9% | -51.3% | +25.3% | -37.0% |
| YTD | -88.3% | -29.9% | -58.4% | -87.5% |
| 1Y | -89.6% | -31.8% | -57.8% | -88.7% |
| 3Y | -99.6% | +127.0% | -226.6% | -98.9% |
| All | -99.6% | +114.3% | -214.0% | -98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling