-100.0%
SOXS vs STLA
-63.7%
-36.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +7.9% |
| 7D | -9.4% | -3.8% | -5.6% | -13.7% |
| 30D | +6.2% | -3.1% | +9.3% | +1.3% |
| 3M | -28.0% | -19.6% | -8.4% | -44.2% |
| 6M | -99.2% | -23.5% | -75.7% | -99.0% |
| YTD | -99.5% | -51.5% | -48.0% | -99.7% |
| 1Y | -99.7% | -39.7% | -60.1% | -99.8% |
| 3Y | -100.0% | -66.3% | -33.7% | -100.0% |
| 5Y | -100.0% | -63.1% | -36.9% | -100.0% |
| All | -100.0% | -63.7% | -36.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling