-91.6%
SOXS vs MRK
+87.2%
-178.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.9% | +4.8% | +6.9% |
| 7D | +46.7% | +6.7% | +40.0% | +43.1% |
| 30D | +97.0% | +7.8% | +89.2% | +91.1% |
| 3M | +39.5% | +18.2% | +21.4% | +28.1% |
| 6M | -54.9% | +34.7% | -89.6% | -58.9% |
| YTD | -90.4% | +45.8% | -136.2% | -91.7% |
| 1Y | -91.6% | +84.6% | -176.2% | -93.8% |
| All | -91.6% | +87.2% | -178.8% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling