-100.0%
SOXS vs STLD
+1,879.1%
-1,979.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +1.2% | -19.4% | -16.7% |
| 7D | -22.3% | -0.5% | -21.8% | -19.8% |
| 30D | +21.9% | -0.1% | +21.9% | +28.4% |
| 3M | +4.2% | -9.2% | +13.4% | -1.2% |
| 6M | -43.4% | +1.8% | -45.1% | -36.7% |
| YTD | -92.5% | +42.1% | -134.7% | -86.2% |
| 1Y | -93.5% | +58.5% | -152.0% | -86.0% |
| 3Y | -99.7% | +128.2% | -227.9% | -98.6% |
| 5Y | -99.9% | +288.2% | -388.2% | -99.0% |
| 10Y | -100.0% | +799.8% | -899.8% | -100.0% |
| All | -100.0% | +1,879.1% | -1,979.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling