-91.6%
SOXS vs MULL
+444.9%
-536.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -13.8% | +22.5% | -0.9% |
| 7D | +46.7% | -35.9% | +82.6% | +12.5% |
| 30D | +97.0% | -47.3% | +144.3% | +42.0% |
| 3M | +39.5% | -30.6% | +70.1% | +34.4% |
| 6M | -54.9% | +13.7% | -68.6% | +24.6% |
| YTD | -90.4% | +272.1% | -362.5% | -25.9% |
| 1Y | -91.6% | +475.1% | -566.7% | -4.1% |
| All | -91.6% | +444.9% | -536.5% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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