-100.0%
SOXS vs MSTR
+110.6%
-210.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -7.3% |
| 7D | -15.6% | +9.3% | -24.9% | -11.2% |
| 30D | +4.8% | +36.5% | -31.8% | +27.1% |
| 3M | -21.6% | +7.3% | -29.0% | -12.5% |
| 6M | -99.3% | +2.2% | -101.6% | -99.2% |
| YTD | -99.5% | -10.2% | -89.4% | -99.4% |
| 1Y | -99.8% | -58.6% | -41.2% | -99.8% |
| 3Y | -100.0% | +283.2% | -383.2% | -99.9% |
| 5Y | -100.0% | +113.8% | -213.8% | -100.0% |
| All | -100.0% | +110.6% | -210.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling