-100.0%
SOXS vs STZ
+13.4%
-113.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.7% | +10.4% | +11.7% |
| 7D | -28.4% | +2.6% | -31.0% | -26.4% |
| 30D | +19.4% | +15.2% | +4.2% | +32.3% |
| 3M | +28.2% | +7.6% | +20.5% | +28.2% |
| 6M | -37.7% | +5.3% | -43.0% | -40.7% |
| YTD | -91.6% | +8.6% | -100.3% | -91.8% |
| 1Y | -93.1% | +15.6% | -108.6% | -92.6% |
| 3Y | -99.7% | -35.2% | -64.5% | -99.8% |
| 5Y | -99.9% | -29.1% | -70.8% | -99.9% |
| All | -100.0% | +13.4% | -113.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling