-100.0%
SOXS vs MXL
+40.1%
-140.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +7.5% | -13.1% | +0.9% |
| 7D | -4.7% | +18.9% | -23.6% | +11.7% |
| 30D | +7.7% | +0.3% | +7.4% | +13.8% |
| 3M | -10.2% | -8.0% | -2.1% | +25.3% |
| 6M | -99.2% | +341.2% | -440.4% | -96.3% |
| YTD | -99.5% | +327.8% | -427.3% | -97.7% |
| 1Y | -99.8% | +364.9% | -464.7% | -98.5% |
| 3Y | -100.0% | +229.2% | -329.2% | -99.8% |
| All | -100.0% | +40.1% | -140.1% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling