-100.0%
SOXS vs STM
+19.5%
-119.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -5.8% |
| 7D | -15.6% | +5.2% | -20.8% | -7.5% |
| 30D | +4.8% | -7.4% | +12.1% | -5.1% |
| 3M | -21.6% | -30.6% | +9.0% | -41.2% |
| 6M | -99.3% | +66.4% | -165.7% | -93.1% |
| YTD | -99.5% | +101.1% | -200.7% | -92.6% |
| 1Y | -99.8% | +97.4% | -197.1% | -96.3% |
| All | -100.0% | +19.5% | -119.5% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling