-100.0%
SOXS vs STRL
+7,221.5%
-7,321.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.4% | -11.0% | -0.8% |
| 7D | -4.7% | +5.0% | -9.8% | +0.1% |
| 30D | +7.7% | -6.9% | +14.6% | +4.9% |
| 3M | -10.2% | -39.1% | +28.9% | -28.0% |
| 6M | -99.2% | +21.5% | -120.7% | -97.1% |
| YTD | -99.5% | +66.9% | -166.4% | -97.5% |
| 1Y | -99.8% | +61.6% | -161.4% | -98.6% |
| 3Y | -100.0% | +560.0% | -660.0% | -99.4% |
| 5Y | -100.0% | +2,238.9% | -2,338.9% | -99.6% |
| All | -100.0% | +7,221.5% | -7,321.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling