-100.0%
SOXS vs MSCI
+2,139.8%
-2,239.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | -1.4% |
| 7D | -43.7% | -0.7% | -43.0% | -44.3% |
| 30D | +22.2% | +16.2% | +6.0% | +51.3% |
| 3M | +13.0% | +16.1% | -3.1% | +38.4% |
| 6M | -47.7% | +12.9% | -60.6% | -46.6% |
| YTD | -92.5% | +14.8% | -107.3% | -92.0% |
| 1Y | -93.1% | +13.8% | -106.9% | -92.9% |
| 3Y | -99.7% | +31.2% | -131.0% | -99.5% |
| 5Y | -99.9% | +5.6% | -105.5% | -99.8% |
| 10Y | -100.0% | +806.4% | -906.4% | -100.0% |
| All | -100.0% | +2,139.8% | -2,239.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling