-91.6%
SOXS vs STRL
-30.1%
-61.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -21.5% | +30.2% | -12.1% |
| 7D | +46.7% | -27.1% | +73.7% | +13.2% |
| 30D | +97.0% | -45.8% | +142.8% | +19.8% |
| 3M | +39.5% | -47.6% | +87.2% | -11.9% |
| 6M | -54.9% | -46.4% | -8.5% | -63.3% |
| YTD | -90.4% | -7.4% | -83.0% | -82.0% |
| 1Y | -91.6% | -25.9% | -65.8% | -86.7% |
| All | -91.6% | -30.1% | -61.5% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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