-100.0%
SOXS vs STZ
-49.9%
-50.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.8% |
| 7D | -16.6% | -6.0% | -10.5% | -17.8% |
| 30D | -4.4% | -8.9% | +4.5% | -6.5% |
| 3M | -26.2% | -12.6% | -13.7% | -29.1% |
| 6M | -99.3% | -17.2% | -82.1% | -99.4% |
| YTD | -99.5% | -10.0% | -89.5% | -99.6% |
| 1Y | -99.8% | -14.3% | -85.5% | -99.8% |
| All | -100.0% | -49.9% | -50.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling