-100.0%
SOXS vs STRL
+2,261.6%
-2,361.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +5.8% | -15.9% | -5.9% |
| 7D | -7.0% | +3.4% | -10.4% | -4.0% |
| 30D | +2.8% | -9.2% | +12.0% | -1.3% |
| 3M | -9.8% | -51.0% | +41.2% | -32.6% |
| 6M | -99.2% | +15.8% | -115.0% | -97.5% |
| YTD | -99.5% | +58.9% | -158.4% | -97.9% |
| 1Y | -99.8% | +68.5% | -168.3% | -98.9% |
| 3Y | -100.0% | +485.2% | -585.2% | -99.6% |
| 5Y | -100.0% | +2,005.1% | -2,105.1% | -99.8% |
| 10Y | -100.0% | +7,118.0% | -7,218.0% | -100.0% |
| All | -100.0% | +2,261.6% | -2,361.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling