-100.0%
SOXS vs STM
+470.7%
-570.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.6% | +10.5% | +12.1% |
| 7D | -28.4% | +12.0% | -40.4% | -8.5% |
| 30D | +19.4% | -0.4% | +19.8% | +42.9% |
| 3M | +28.2% | -13.2% | +41.3% | +32.3% |
| 6M | -37.7% | -26.1% | -11.6% | -24.3% |
| YTD | -91.6% | +81.2% | -172.8% | -34.4% |
| 1Y | -93.1% | +98.3% | -191.4% | -33.7% |
| 3Y | -99.7% | +16.7% | -116.4% | -97.0% |
| 5Y | -99.9% | -4.8% | -95.1% | -98.3% |
| All | -100.0% | +470.7% | -570.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling