-100.0%
SOXS vs MSTR
+1,562.4%
-1,662.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.4% | -8.8% | -11.0% |
| 7D | -7.0% | +12.2% | -19.2% | +0.3% |
| 30D | +2.8% | +45.2% | -42.4% | +31.8% |
| 3M | -9.8% | +10.4% | -20.2% | +5.1% |
| 6M | -99.2% | -2.5% | -96.7% | -99.1% |
| YTD | -99.5% | -6.0% | -93.5% | -99.4% |
| 1Y | -99.8% | -56.4% | -43.4% | -99.8% |
| 3Y | -100.0% | +306.3% | -406.3% | -99.9% |
| 5Y | -100.0% | +100.5% | -200.5% | -100.0% |
| 10Y | -100.0% | +741.1% | -841.1% | -100.0% |
| All | -100.0% | +1,562.4% | -1,662.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling