-91.6%
SOXS vs STM
+92.4%
-184.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.1% | +14.8% | -2.2% |
| 7D | +46.7% | -6.0% | +52.7% | +34.7% |
| 30D | +97.0% | -20.9% | +117.9% | +42.7% |
| 3M | +39.5% | -15.8% | +55.3% | +23.2% |
| 6M | -54.9% | -17.0% | -37.9% | -40.2% |
| YTD | -90.4% | +76.8% | -167.2% | -46.7% |
| 1Y | -91.6% | +96.5% | -188.1% | -40.6% |
| All | -91.6% | +92.4% | -184.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling