-87.2%
SOXS vs MTUM
-74.7%
-12.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -77.1% | +116.3% | -39.0% |
| 7D | +94.9% | -79.0% | +173.9% | -41.9% |
| 30D | +174.1% | -80.7% | +254.8% | -41.7% |
| 3M | +82.4% | -79.8% | +162.2% | -46.5% |
| 6M | -27.7% | -78.4% | +50.7% | -49.4% |
| YTD | -86.6% | -74.9% | -11.7% | -76.2% |
| 1Y | -87.2% | -74.8% | -12.4% | -75.3% |
| All | -87.2% | -74.7% | -12.5% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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