-100.0%
SOXS vs MP
+58.1%
-158.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.4% | -11.6% | -9.2% |
| 7D | -7.0% | -2.9% | -4.1% | -8.6% |
| 30D | +2.8% | +13.8% | -11.0% | +13.8% |
| 3M | -9.8% | -16.7% | +6.9% | -7.4% |
| 6M | -99.2% | -11.5% | -87.7% | -98.6% |
| YTD | -99.5% | +7.9% | -107.4% | -99.0% |
| 1Y | -99.8% | -15.0% | -84.7% | -99.6% |
| 3Y | -100.0% | +153.5% | -253.5% | -99.9% |
| All | -100.0% | +58.1% | -158.1% | -100.0% |
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 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