-99.9%
SOXS vs MP
-5.6%
-94.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +4.9% | -17.6% | -9.2% |
| 7D | +36.2% | -10.5% | +46.7% | +29.0% |
| 30D | +131.5% | -23.5% | +155.0% | +102.5% |
| 3M | +60.5% | -25.4% | +85.9% | +41.7% |
| 6M | -25.9% | -51.3% | +25.3% | -42.0% |
| YTD | -88.3% | -29.9% | -58.4% | -87.1% |
| 1Y | -89.6% | -31.8% | -57.8% | -88.3% |
| 3Y | -99.6% | +127.0% | -226.6% | -98.2% |
| All | -99.9% | -5.6% | -94.3% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling