-91.6%
SOXS vs MRVL
+82.4%
-174.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -7.1% | +15.8% | -0.4% |
| 7D | +46.7% | -36.5% | +83.2% | -13.6% |
| 30D | +97.0% | -41.1% | +138.0% | +12.6% |
| 3M | +39.5% | -26.9% | +66.4% | +15.3% |
| 6M | -54.9% | -2.3% | -52.6% | -16.1% |
| YTD | -90.4% | +88.4% | -178.7% | -62.5% |
| 1Y | -91.6% | +82.7% | -174.4% | -64.8% |
| All | -91.6% | +82.4% | -174.0% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRVL.
Daily Out/Under-Performance
Portfolio return minus MRVL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRVL 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 MRVL 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