-100.0%
SOXS vs STRL
+2,102.6%
-2,202.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -3.4% |
| 7D | -16.6% | +8.2% | -24.8% | -8.8% |
| 30D | -4.4% | -6.3% | +2.0% | -7.1% |
| 3M | -26.2% | -41.2% | +15.0% | -44.3% |
| 6M | -99.3% | +20.4% | -119.6% | -96.9% |
| YTD | -99.5% | +61.7% | -161.2% | -97.1% |
| 1Y | -99.8% | +72.7% | -172.5% | -98.3% |
| 3Y | -100.0% | +530.9% | -630.9% | -99.0% |
| 5Y | -100.0% | +2,125.4% | -2,225.4% | -98.6% |
| All | -100.0% | +2,102.6% | -2,202.6% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling