-99.2%
SOXS vs STX
+164.8%
-264.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.5% | -11.4% | +5.6% |
| 7D | -15.6% | +10.7% | -26.3% | +0.8% |
| 30D | +4.8% | +11.3% | -6.5% | +32.3% |
| 3M | -21.6% | +3.2% | -24.9% | +17.6% |
| All | -99.2% | +164.8% | -264.0% | -91.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling