-100.0%
SOXS vs STRL
+3,697.3%
-3,797.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -3.1% | +14.1% | +8.3% |
| 7D | -28.4% | +15.7% | -44.1% | -14.4% |
| 30D | +19.4% | -35.5% | +54.9% | -4.3% |
| 3M | +28.2% | -47.1% | +75.3% | -7.1% |
| 6M | -37.7% | -65.8% | +28.1% | -59.2% |
| YTD | -91.6% | -4.5% | -87.1% | -83.0% |
| 1Y | -93.1% | -10.5% | -82.6% | -86.0% |
| 3Y | -99.7% | +340.6% | -440.3% | -95.6% |
| 5Y | -99.9% | +911.0% | -1,011.0% | -96.9% |
| All | -100.0% | +3,697.3% | -3,797.3% | -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