-100.0%
SOXS vs MUB
+54.7%
-154.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -3.1% |
| 7D | -16.6% | -0.7% | -15.9% | -17.9% |
| 30D | -4.4% | -2.0% | -2.4% | -8.5% |
| 3M | -26.2% | -2.5% | -23.7% | -29.9% |
| 6M | -99.3% | -2.3% | -96.9% | -99.2% |
| YTD | -99.5% | -1.3% | -98.2% | -99.5% |
| 1Y | -99.8% | +1.1% | -100.9% | -99.7% |
| 3Y | -100.0% | +8.2% | -108.2% | -100.0% |
| 5Y | -100.0% | +1.5% | -101.5% | -100.0% |
| 10Y | -100.0% | +17.6% | -117.6% | -100.0% |
| All | -100.0% | +54.7% | -154.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling