-91.6%
SOXS vs MXL
+276.5%
-368.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -11.1% | +19.9% | +1.2% |
| 7D | +46.7% | -24.3% | +71.0% | +25.0% |
| 30D | +97.0% | -46.1% | +143.1% | +45.3% |
| 3M | +39.5% | -21.8% | +61.4% | +45.5% |
| 6M | -54.9% | -27.2% | -27.7% | -40.1% |
| YTD | -90.4% | +226.2% | -316.5% | -42.9% |
| 1Y | -91.6% | +297.0% | -388.6% | -28.1% |
| All | -91.6% | +276.5% | -368.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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