-100.0%
SOXS vs STLD
+1,885.2%
-1,985.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -5.8% |
| 7D | -15.6% | +2.7% | -18.2% | -13.1% |
| 30D | +4.8% | -8.4% | +13.2% | -5.7% |
| 3M | -21.6% | -9.9% | -11.8% | -31.6% |
| 6M | -99.3% | +33.0% | -132.4% | -98.1% |
| YTD | -99.5% | +42.6% | -142.1% | -98.4% |
| 1Y | -99.8% | +80.8% | -180.5% | -99.0% |
| 3Y | -100.0% | +143.4% | -243.4% | -99.8% |
| 5Y | -100.0% | +293.4% | -393.4% | -99.9% |
| 10Y | -100.0% | +1,080.4% | -1,180.4% | -100.0% |
| All | -100.0% | +1,885.2% | -1,985.2% | -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