-100.0%
SOXS vs STT
+468.4%
-568.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.1% | +11.2% | +10.8% |
| 7D | -28.4% | +4.8% | -33.2% | -21.4% |
| 30D | +19.4% | +3.9% | +15.5% | +34.2% |
| 3M | +28.2% | -8.2% | +36.3% | +20.2% |
| 6M | -37.7% | +15.6% | -53.3% | -10.9% |
| YTD | -91.6% | +37.6% | -129.3% | -82.9% |
| 1Y | -93.1% | +50.1% | -143.2% | -83.5% |
| 3Y | -99.7% | +183.1% | -282.8% | -97.2% |
| 5Y | -99.9% | +104.8% | -204.8% | -99.3% |
| 10Y | -100.0% | +201.9% | -301.9% | -100.0% |
| All | -100.0% | +468.4% | -568.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling