-100.0%
SOXS vs MUB
+17.2%
-117.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -3.7% |
| 7D | -4.7% | -0.8% | -3.9% | -7.9% |
| 30D | +7.7% | -2.4% | +10.1% | -2.6% |
| 3M | -10.2% | -2.8% | -7.3% | -19.9% |
| 6M | -99.2% | -2.2% | -97.0% | -99.0% |
| YTD | -99.5% | -1.6% | -97.9% | -99.4% |
| 1Y | -99.8% | 0.0% | -99.8% | -99.7% |
| 3Y | -100.0% | +7.9% | -107.9% | -100.0% |
| 5Y | -100.0% | +1.2% | -101.2% | -100.0% |
| All | -100.0% | +17.2% | -117.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling