-26.2%
SOXS vs MRVL
-21.6%
-4.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | +5.1% |
| 7D | -16.6% | +13.8% | -30.4% | +4.4% |
| 30D | -4.4% | +12.7% | -17.0% | +22.9% |
| 3M | -26.2% | -11.9% | -14.3% | -7.5% |
| All | -26.2% | -21.6% | -4.7% | -7.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling