-99.8%
SOXS vs STT
+75.3%
-175.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.2% | -10.4% | -9.8% |
| 7D | -7.0% | +0.5% | -7.5% | -5.8% |
| 30D | +2.8% | +3.9% | -1.1% | +12.4% |
| 3M | -9.8% | +20.0% | -29.8% | +48.3% |
| 6M | -99.2% | +55.3% | -154.5% | -94.4% |
| YTD | -99.5% | +53.3% | -152.8% | -96.4% |
| 1Y | -99.8% | +74.7% | -174.5% | -97.9% |
| All | -99.8% | +75.3% | -175.1% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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