-100.0%
SOXS vs MPWR
+155.0%
-255.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -5.7% |
| 7D | -15.6% | -0.6% | -15.0% | -16.4% |
| 30D | +4.8% | -13.1% | +17.8% | -15.8% |
| 3M | -21.6% | -21.7% | +0.1% | -31.2% |
| 6M | -99.3% | +19.5% | -118.8% | -96.4% |
| YTD | -99.5% | +34.9% | -134.4% | -96.4% |
| 1Y | -99.8% | +42.0% | -141.7% | -97.9% |
| 3Y | -100.0% | +148.8% | -248.8% | -98.3% |
| 5Y | -100.0% | +156.8% | -256.8% | -98.6% |
| All | -100.0% | +155.0% | -255.0% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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