-100.0%
SOXS vs STLA
-66.8%
-33.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -3.7% |
| 7D | -16.6% | +0.4% | -17.0% | -16.3% |
| 30D | -4.4% | -5.2% | +0.8% | -9.7% |
| 3M | -26.2% | -24.9% | -1.4% | -43.0% |
| 6M | -99.3% | -25.2% | -74.1% | -99.1% |
| YTD | -99.5% | -51.4% | -48.1% | -99.7% |
| 1Y | -99.8% | -40.7% | -59.1% | -99.8% |
| All | -100.0% | -66.8% | -33.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling