-100.0%
SOXS vs STLD
+294.7%
-394.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.6% | -8.6% | -12.3% |
| 7D | -7.0% | +3.1% | -10.1% | -3.4% |
| 30D | +2.8% | -9.0% | +11.8% | -9.2% |
| 3M | -9.8% | -12.4% | +2.5% | -25.0% |
| 6M | -99.2% | +25.5% | -124.7% | -97.6% |
| YTD | -99.5% | +43.6% | -143.1% | -98.2% |
| 1Y | -99.8% | +87.2% | -187.0% | -98.8% |
| 3Y | -100.0% | +135.2% | -235.2% | -99.8% |
| All | -100.0% | +294.7% | -394.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling