-100.0%
SOXS vs MXL
+286.3%
-386.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.0% | +11.1% | +5.5% |
| 7D | -9.4% | +16.6% | -26.1% | +4.5% |
| 30D | +6.2% | +0.5% | +5.7% | +12.4% |
| 3M | -28.0% | -3.6% | -24.4% | +7.1% |
| 6M | -99.2% | +328.0% | -427.2% | -96.7% |
| YTD | -99.5% | +297.8% | -397.3% | -97.9% |
| 1Y | -99.7% | +339.4% | -439.2% | -98.7% |
| 3Y | -100.0% | +201.7% | -301.7% | -99.8% |
| 5Y | -100.0% | +32.8% | -132.8% | -100.0% |
| 10Y | -100.0% | +274.8% | -374.8% | -100.0% |
| All | -100.0% | +286.3% | -386.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling