-100.0%
SOXS vs STM
+17.3%
-117.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.6% | +9.7% | +5.1% |
| 7D | -9.4% | -1.1% | -8.4% | -10.8% |
| 30D | +6.2% | -7.8% | +14.0% | -6.0% |
| 3M | -28.0% | -28.2% | +0.2% | -45.8% |
| 6M | -99.2% | +52.0% | -151.2% | -90.9% |
| YTD | -99.5% | +96.4% | -195.9% | -89.9% |
| 1Y | -99.7% | +98.8% | -198.6% | -94.5% |
| 3Y | -100.0% | +18.3% | -118.3% | -99.6% |
| 5Y | -100.0% | +17.7% | -117.7% | -99.8% |
| All | -100.0% | +17.3% | -117.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling