-99.9%
SOXS vs MSTR
+50.6%
-150.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +1.1% | -19.2% | -17.5% |
| 7D | -22.3% | -14.2% | -8.2% | -27.8% |
| 30D | +21.9% | -19.9% | +41.7% | +12.4% |
| 3M | +4.2% | +27.3% | -23.1% | +30.0% |
| 6M | -43.4% | -37.6% | -5.8% | -49.3% |
| YTD | -92.5% | -19.5% | -73.0% | -91.4% |
| 1Y | -93.5% | -47.1% | -46.4% | -93.9% |
| 3Y | -99.7% | +140.3% | -240.0% | -98.7% |
| 5Y | -99.9% | +49.5% | -149.4% | -99.5% |
| All | -99.9% | +50.6% | -150.6% | -99.5% |
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