-100.0%
SOXS vs STX
+9,210.6%
-9,310.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.5% | -11.4% | +2.8% |
| 7D | -15.6% | +10.7% | -26.3% | -3.7% |
| 30D | +4.8% | +11.3% | -6.5% | +25.0% |
| 3M | -21.6% | +3.2% | -24.9% | +10.7% |
| 6M | -99.3% | +157.0% | -256.3% | -94.3% |
| YTD | -99.5% | +229.2% | -328.7% | -93.9% |
| 1Y | -99.8% | +381.8% | -481.6% | -95.0% |
| 3Y | -100.0% | +1,383.2% | -1,483.2% | -97.6% |
| 5Y | -100.0% | +1,144.9% | -1,244.9% | -99.4% |
| 10Y | -100.0% | +3,676.0% | -3,776.0% | -100.0% |
| All | -100.0% | +9,210.6% | -9,310.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling