-100.0%
SOXS vs STX
+1,047.5%
-1,147.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.7% | +10.8% | +4.1% |
| 7D | -9.4% | +8.0% | -17.4% | +3.1% |
| 30D | +6.2% | +5.1% | +1.1% | +20.9% |
| 3M | -28.0% | +5.8% | -33.8% | +10.5% |
| 6M | -99.2% | +124.9% | -224.1% | -90.8% |
| YTD | -99.5% | +213.9% | -313.4% | -89.2% |
| 1Y | -99.7% | +350.4% | -450.1% | -89.1% |
| 3Y | -100.0% | +1,314.2% | -1,414.2% | -87.3% |
| 5Y | -100.0% | +1,092.8% | -1,192.8% | -96.9% |
| All | -100.0% | +1,047.5% | -1,147.5% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 5y: compounded portfolio wealth divided by compounded STX 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…
5y analysis · Full analysis span regression · 6 months rolling