-100.0%
SOXS vs MTB
+113.5%
-213.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.4% | +7.7% | +8.7% |
| 7D | -9.4% | -0.4% | -9.0% | -10.1% |
| 30D | +6.2% | -4.6% | +10.8% | -0.8% |
| 3M | -28.0% | +7.4% | -35.5% | -20.9% |
| 6M | -99.2% | +18.7% | -117.9% | -98.6% |
| YTD | -99.5% | +21.1% | -120.6% | -99.1% |
| 1Y | -99.7% | +24.1% | -123.8% | -99.5% |
| All | -100.0% | +113.5% | -213.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling