-100.0%
SOXS vs MPWR
+6,810.3%
-6,910.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.8% | -11.0% | -8.7% |
| 7D | -7.0% | -2.6% | -4.4% | -10.7% |
| 30D | +2.8% | -9.0% | +11.8% | -10.0% |
| 3M | -9.8% | -25.8% | +16.0% | -23.3% |
| 6M | -99.2% | +11.8% | -110.9% | -96.0% |
| YTD | -99.5% | +35.5% | -135.0% | -96.2% |
| 1Y | -99.8% | +45.3% | -145.1% | -97.8% |
| 3Y | -100.0% | +138.5% | -238.4% | -98.1% |
| 5Y | -100.0% | +152.8% | -252.8% | -98.6% |
| 10Y | -100.0% | +1,616.6% | -1,716.6% | -99.8% |
| All | -100.0% | +6,810.3% | -6,910.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling