-99.3%
SOXS vs MRVL
+167.5%
-266.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | +4.2% |
| 7D | -16.6% | +13.8% | -30.4% | +1.5% |
| 30D | -4.4% | +12.7% | -17.0% | +18.4% |
| 3M | -26.2% | -11.9% | -14.3% | -4.0% |
| 6M | -99.3% | +153.8% | -253.1% | -84.1% |
| All | -99.3% | +167.5% | -266.7% | -84.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling