-91.6%
SOXS vs MTCH
+27.4%
-119.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.4% | +4.3% | +9.1% |
| 7D | +46.7% | -4.4% | +51.1% | +45.6% |
| 30D | +97.0% | -0.3% | +97.3% | +97.1% |
| 3M | +39.5% | -2.0% | +41.6% | +38.4% |
| 6M | -54.9% | +6.4% | -61.4% | -54.5% |
| YTD | -90.4% | +27.3% | -117.7% | -88.9% |
| 1Y | -91.6% | +30.3% | -122.0% | -89.5% |
| All | -91.6% | +27.4% | -119.1% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling