-100.0%
SOXS vs STLA
+55.1%
-155.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.3% | -7.8% | -2.9% |
| 7D | -4.7% | -2.9% | -1.9% | -8.1% |
| 30D | +7.7% | +0.9% | +6.8% | +8.6% |
| 3M | -10.2% | -21.6% | +11.5% | -32.5% |
| 6M | -99.2% | -21.6% | -77.6% | -99.0% |
| YTD | -99.5% | -50.4% | -49.1% | -99.7% |
| 1Y | -99.8% | -43.6% | -56.2% | -99.8% |
| 3Y | -100.0% | -66.4% | -33.6% | -100.0% |
| 5Y | -100.0% | -62.3% | -37.7% | -100.0% |
| All | -100.0% | +55.1% | -155.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling