-100.0%
SOXS vs MRK
+44.4%
-144.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -5.6% |
| 7D | -4.7% | -4.3% | -0.5% | -4.9% |
| 30D | +7.7% | +8.3% | -0.5% | +8.2% |
| 3M | -10.2% | +20.0% | -30.2% | -9.2% |
| 6M | -99.2% | +25.7% | -124.9% | -99.3% |
| YTD | -99.5% | +38.7% | -138.3% | -99.5% |
| 1Y | -99.8% | +74.7% | -174.4% | -99.7% |
| 3Y | -100.0% | +45.4% | -145.3% | -100.0% |
| All | -100.0% | +44.4% | -144.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling