-99.9%
SOXS vs MPWR
+161.8%
-261.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +16.6% | -38.9% | +7.1% |
| 7D | -5.1% | +11.6% | -16.6% | +30.3% |
| 30D | +60.4% | +0.1% | +60.2% | +91.8% |
| 3M | +32.7% | -0.8% | +33.5% | +71.4% |
| 6M | -36.2% | -13.0% | -23.1% | -1.9% |
| YTD | -90.9% | +53.9% | -144.8% | -51.7% |
| 1Y | -92.2% | +45.8% | -138.0% | -59.8% |
| 3Y | -99.7% | +194.3% | -294.0% | -78.3% |
| 5Y | -99.9% | +160.1% | -260.1% | -78.6% |
| All | -99.9% | +161.8% | -261.8% | -78.6% |
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