-99.8%
SOXS vs MTCH
+13.9%
-113.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.3% | -8.9% | -10.7% |
| 7D | -7.0% | +0.7% | -7.7% | -6.9% |
| 30D | +2.8% | +9.7% | -6.9% | +6.4% |
| 3M | -9.8% | +21.1% | -30.9% | 0.0% |
| 6M | -99.2% | +37.5% | -136.7% | -98.9% |
| YTD | -99.5% | +31.9% | -131.4% | -99.4% |
| 1Y | -99.8% | +14.6% | -114.3% | -99.7% |
| All | -99.8% | +13.9% | -113.7% | -99.7% |
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