-100.0%
SOXS vs MSCI
+625.6%
-725.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.3% | +9.3% | +6.1% |
| 7D | -9.4% | -4.7% | -4.7% | -16.3% |
| 30D | +6.2% | -2.2% | +8.3% | +1.4% |
| 3M | -28.0% | -9.7% | -18.3% | -47.0% |
| 6M | -99.2% | +0.3% | -99.4% | -99.3% |
| YTD | -99.5% | -3.5% | -96.0% | -99.6% |
| 1Y | -99.7% | -1.4% | -98.4% | -99.8% |
| 3Y | -100.0% | +6.6% | -106.5% | -100.0% |
| 5Y | -100.0% | -10.9% | -89.1% | -100.0% |
| All | -100.0% | +625.6% | -725.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling