-93.1%
SOXS vs STM
+94.3%
-187.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.6% | +10.5% | +12.2% |
| 7D | -28.4% | +12.0% | -40.4% | -7.8% |
| 30D | +19.4% | -0.4% | +19.8% | +43.5% |
| 3M | +28.2% | -13.2% | +41.3% | +33.7% |
| 6M | -37.7% | -26.1% | -11.6% | -25.4% |
| YTD | -91.6% | +81.2% | -172.8% | -49.1% |
| 1Y | -93.1% | +98.3% | -191.4% | -48.8% |
| All | -93.1% | +94.3% | -187.4% | -48.8% |
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