-100.0%
SOXS vs MSTR
+652.3%
-752.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.1% | +11.2% | +6.4% |
| 7D | -9.4% | -11.2% | +1.8% | -15.2% |
| 30D | +6.2% | +33.8% | -27.6% | +27.3% |
| 3M | -28.0% | +11.5% | -39.5% | -18.1% |
| 6M | -99.2% | -7.2% | -92.0% | -99.1% |
| YTD | -99.5% | -15.4% | -84.1% | -99.4% |
| 1Y | -99.7% | -60.6% | -39.1% | -99.8% |
| 3Y | -100.0% | +260.8% | -360.8% | -99.9% |
| 5Y | -100.0% | +108.8% | -208.8% | -100.0% |
| All | -100.0% | +652.3% | -752.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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