-100.0%
SOXS vs MSTR
+1,309.4%
-1,409.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | -1.8% |
| 7D | +3.2% | -10.7% | +13.9% | -2.6% |
| 30D | +61.0% | -21.6% | +82.5% | +45.5% |
| 3M | +24.0% | +24.4% | -0.4% | +54.9% |
| 6M | -35.9% | -35.5% | -0.5% | -42.2% |
| YTD | -90.9% | -20.3% | -70.6% | -89.5% |
| 1Y | -91.5% | -49.3% | -42.2% | -92.4% |
| 3Y | -99.7% | +137.8% | -237.4% | -98.3% |
| 5Y | -99.9% | +48.3% | -148.2% | -99.3% |
| 10Y | -100.0% | +526.8% | -626.8% | -100.0% |
| All | -100.0% | +1,309.4% | -1,409.4% | -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