-100.0%
SOXS vs MRVL
+1,198.2%
-1,298.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.4% | +11.5% | +3.1% |
| 7D | -9.4% | +8.7% | -18.1% | +3.7% |
| 30D | +6.2% | +6.9% | -0.7% | +21.8% |
| 3M | -28.0% | -10.1% | -17.9% | -3.2% |
| 6M | -99.2% | +143.4% | -242.6% | -84.2% |
| YTD | -99.5% | +167.5% | -267.0% | -88.3% |
| 1Y | -99.7% | +239.0% | -338.7% | -90.5% |
| 3Y | -100.0% | +311.0% | -411.0% | -96.6% |
| 5Y | -100.0% | +278.0% | -378.0% | -97.8% |
| 10Y | -100.0% | +1,883.8% | -1,983.8% | -99.9% |
| All | -100.0% | +1,198.2% | -1,298.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling