-100.0%
SOXS vs MRVL
+319.4%
-419.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.0% | -9.6% | -0.2% |
| 7D | -4.7% | +5.6% | -10.4% | +3.2% |
| 30D | +7.7% | +8.8% | -1.0% | +25.6% |
| 3M | -10.2% | -15.9% | +5.7% | +6.5% |
| 6M | -99.2% | +161.3% | -260.5% | -86.5% |
| YTD | -99.5% | +178.2% | -277.8% | -90.9% |
| 1Y | -99.8% | +255.3% | -355.1% | -92.7% |
| 3Y | -100.0% | +323.1% | -423.1% | -96.8% |
| All | -100.0% | +319.4% | -419.4% | -96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling