-100.0%
SOXS vs MTB
+104.1%
-204.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.1% |
| 7D | -4.7% | 0.0% | -4.7% | -4.8% |
| 30D | +7.7% | -4.8% | +12.5% | +1.1% |
| 3M | -10.2% | +6.0% | -16.1% | -4.9% |
| 6M | -99.2% | +19.6% | -118.8% | -98.8% |
| YTD | -99.5% | +21.5% | -121.0% | -99.2% |
| 1Y | -99.8% | +24.7% | -124.5% | -99.6% |
| 3Y | -100.0% | +108.6% | -208.6% | -99.9% |
| All | -100.0% | +104.1% | -204.1% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling