-99.9%
SOXS vs STZ
-29.4%
-70.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.7% | +10.4% | +11.4% |
| 7D | -28.4% | +2.6% | -31.0% | -27.3% |
| 30D | +19.4% | +15.2% | +4.2% | +26.8% |
| 3M | +28.2% | +7.6% | +20.5% | +26.6% |
| 6M | -37.7% | +5.3% | -43.0% | -40.6% |
| YTD | -91.6% | +8.6% | -100.3% | -91.7% |
| 1Y | -93.1% | +15.6% | -108.6% | -92.6% |
| 3Y | -99.7% | -35.2% | -64.5% | -99.8% |
| All | -99.9% | -29.4% | -70.6% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling