-99.8%
SOXS vs STRL
+68.3%
-168.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.4% | -11.0% | -0.1% |
| 7D | -4.7% | +5.0% | -9.8% | +0.8% |
| 30D | +7.7% | -6.9% | +14.6% | +4.3% |
| 3M | -10.2% | -39.1% | +28.9% | -30.8% |
| 6M | -99.2% | +21.5% | -120.7% | -97.1% |
| YTD | -99.5% | +66.9% | -166.4% | -97.3% |
| 1Y | -99.8% | +61.6% | -161.4% | -98.5% |
| All | -99.8% | +68.3% | -168.0% | -98.5% |
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