-100.0%
SOXS vs MTCH
+582.6%
-682.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -6.9% | -4.3% |
| 7D | -4.7% | +1.3% | -6.0% | -3.7% |
| 30D | +7.7% | +15.9% | -8.1% | +21.6% |
| 3M | -10.2% | +23.3% | -33.4% | +6.8% |
| 6M | -99.2% | +40.1% | -139.3% | -98.8% |
| YTD | -99.5% | +33.6% | -133.1% | -99.3% |
| 1Y | -99.8% | +14.1% | -113.8% | -99.7% |
| 3Y | -100.0% | +1.4% | -101.4% | -100.0% |
| 5Y | -100.0% | -73.1% | -26.9% | -100.0% |
| 10Y | -100.0% | +204.8% | -304.8% | -100.0% |
| All | -100.0% | +582.6% | -682.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling