-100.0%
SOXS vs STM
+660.7%
-760.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.6% | +9.7% | +5.3% |
| 7D | -9.4% | -1.1% | -8.4% | -10.7% |
| 30D | +6.2% | -7.8% | +14.0% | -5.3% |
| 3M | -28.0% | -28.2% | +0.2% | -44.2% |
| 6M | -99.2% | +52.0% | -151.2% | -91.6% |
| YTD | -99.5% | +96.4% | -195.9% | -91.0% |
| 1Y | -99.7% | +98.8% | -198.6% | -95.1% |
| 3Y | -100.0% | +18.3% | -118.3% | -99.6% |
| 5Y | -100.0% | +17.7% | -117.7% | -99.8% |
| All | -100.0% | +660.7% | -760.7% | -100.0% |
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