-100.0%
SOXS vs STT
+533.2%
-633.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.2% | -10.4% | -9.9% |
| 7D | -7.0% | +0.5% | -7.5% | -6.1% |
| 30D | +2.8% | +3.9% | -1.1% | +9.6% |
| 3M | -9.8% | +20.0% | -29.8% | +26.6% |
| 6M | -99.2% | +55.3% | -154.5% | -96.7% |
| YTD | -99.5% | +53.3% | -152.8% | -98.0% |
| 1Y | -99.8% | +74.7% | -174.5% | -98.8% |
| 3Y | -100.0% | +205.8% | -305.8% | -99.7% |
| 5Y | -100.0% | +145.0% | -245.0% | -99.9% |
| 10Y | -100.0% | +266.0% | -366.0% | -100.0% |
| All | -100.0% | +533.2% | -633.2% | -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