-100.0%
SOXS vs MSCI
-10.9%
-89.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.1% | -10.0% |
| 7D | -15.6% | -2.1% | -13.5% | -18.3% |
| 30D | +4.8% | -1.7% | +6.5% | +1.2% |
| 3M | -21.6% | -8.2% | -13.4% | -38.7% |
| 6M | -99.3% | -2.4% | -96.9% | -99.4% |
| YTD | -99.5% | -2.8% | -96.7% | -99.6% |
| 1Y | -99.8% | -2.7% | -97.1% | -99.8% |
| 3Y | -100.0% | +7.3% | -107.3% | -100.0% |
| 5Y | -100.0% | -11.4% | -88.6% | -100.0% |
| All | -100.0% | -10.9% | -89.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling