-99.9%
SOXS vs STLD
+274.1%
-374.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -3.2% | +14.3% | +6.7% |
| 7D | -28.4% | +2.9% | -31.4% | -24.5% |
| 30D | +19.4% | -5.6% | +25.0% | +17.9% |
| 3M | +28.2% | -11.7% | +39.9% | +16.5% |
| 6M | -37.7% | -2.8% | -34.9% | -34.0% |
| YTD | -91.6% | +36.4% | -128.1% | -84.5% |
| 1Y | -93.1% | +50.0% | -143.1% | -85.3% |
| 3Y | -99.7% | +122.3% | -222.0% | -98.3% |
| All | -99.9% | +274.1% | -374.0% | -98.9% |
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