-100.0%
SOXS vs STLD
+1,092.9%
-1,192.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.7% |
| 7D | -16.6% | -2.8% | -13.8% | -19.6% |
| 30D | -4.4% | -10.4% | +6.0% | -15.9% |
| 3M | -26.2% | -10.6% | -15.6% | -36.2% |
| 6M | -99.3% | +32.7% | -132.0% | -97.9% |
| YTD | -99.5% | +42.8% | -142.3% | -98.5% |
| 1Y | -99.8% | +86.9% | -186.7% | -99.0% |
| 3Y | -100.0% | +143.8% | -243.8% | -99.8% |
| 5Y | -100.0% | +293.5% | -393.5% | -99.9% |
| 10Y | -100.0% | +1,122.7% | -1,222.7% | -100.0% |
| All | -100.0% | +1,092.9% | -1,192.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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