-100.0%
SOXS vs STM
+669.7%
-769.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.6% |
| 7D | -43.7% | +16.3% | -60.0% | -25.3% |
| 30D | +22.2% | -6.3% | +28.5% | +32.1% |
| 3M | +13.0% | -14.1% | +27.1% | +16.0% |
| 6M | -47.7% | -19.6% | -28.1% | -25.5% |
| YTD | -92.5% | +80.1% | -172.6% | -53.0% |
| 1Y | -93.1% | +95.4% | -188.5% | -49.7% |
| 3Y | -99.7% | +14.7% | -114.4% | -97.6% |
| 5Y | -99.9% | -5.4% | -94.5% | -98.7% |
| 10Y | -100.0% | +465.5% | -565.5% | -100.0% |
| All | -100.0% | +669.7% | -769.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling