-100.0%
SOXS vs STT
+267.9%
-367.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.3% | +8.4% | +7.6% |
| 7D | -9.4% | -1.4% | -8.1% | -11.4% |
| 30D | +6.2% | +2.2% | +4.0% | +10.3% |
| 3M | -28.0% | +18.8% | -46.9% | -1.0% |
| 6M | -99.2% | +57.9% | -157.1% | -96.7% |
| YTD | -99.5% | +51.0% | -150.5% | -98.0% |
| 1Y | -99.7% | +77.1% | -176.9% | -98.7% |
| 3Y | -100.0% | +199.8% | -299.8% | -99.7% |
| 5Y | -100.0% | +156.0% | -256.0% | -99.9% |
| All | -100.0% | +267.9% | -367.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling