-99.8%
SOXS vs MTUM
+21.2%
-121.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.8% | +1.1% |
| 7D | -4.7% | +0.7% | -5.5% | -0.4% |
| 30D | +7.7% | -2.4% | +10.2% | -1.2% |
| 3M | -10.2% | -3.6% | -6.5% | +11.1% |
| 6M | -99.2% | +23.7% | -122.9% | -82.7% |
| YTD | -99.5% | +22.9% | -122.4% | -88.6% |
| 1Y | -99.8% | +21.8% | -121.5% | -94.1% |
| All | -99.8% | +21.2% | -121.0% | -94.1% |
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