-100.0%
SOXS vs STLD
+1,855.3%
-1,955.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +5.0% |
| 7D | +3.2% | -4.7% | +7.9% | +1.2% |
| 30D | +61.0% | -0.9% | +61.9% | +67.3% |
| 3M | +24.0% | -11.9% | +35.9% | +12.8% |
| 6M | -35.9% | +0.9% | -36.8% | -29.3% |
| YTD | -90.9% | +40.4% | -131.3% | -83.5% |
| 1Y | -91.5% | +56.6% | -148.1% | -82.1% |
| 3Y | -99.7% | +125.5% | -225.1% | -98.3% |
| 5Y | -99.9% | +292.8% | -392.8% | -98.9% |
| 10Y | -100.0% | +787.1% | -887.1% | -100.0% |
| All | -100.0% | +1,855.3% | -1,955.3% | -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