-99.7%
SOXS vs STM
+96.2%
-195.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.2% |
| 3M | -28.0% | -28.2% | +0.2% | -43.7% |
| 6M | -99.2% | +52.0% | -151.2% | -93.9% |
| YTD | -99.5% | +96.4% | -195.9% | -94.4% |
| 1Y | -99.7% | +98.8% | -198.6% | -96.4% |
| All | -99.7% | +96.2% | -195.9% | -96.4% |
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