-100.0%
SOXS vs MTB
+379.5%
-479.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -2.2% |
| 7D | -16.6% | +1.1% | -17.6% | -15.4% |
| 30D | -4.4% | -4.6% | +0.3% | -10.1% |
| 3M | -26.2% | +6.3% | -32.5% | -20.9% |
| 6M | -99.3% | +15.6% | -114.9% | -98.9% |
| YTD | -99.5% | +20.6% | -120.1% | -99.2% |
| 1Y | -99.8% | +22.5% | -122.3% | -99.6% |
| 3Y | -100.0% | +114.4% | -214.4% | -99.9% |
| 5Y | -100.0% | +101.9% | -201.9% | -100.0% |
| 10Y | -100.0% | +170.4% | -270.4% | -100.0% |
| All | -100.0% | +379.5% | -479.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling