-100.0%
SOXS vs STZ
+828.1%
-928.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -10.2% |
| 7D | -15.6% | -7.4% | -8.2% | -21.8% |
| 30D | +4.8% | -10.9% | +15.6% | -6.9% |
| 3M | -21.6% | -13.4% | -8.2% | -33.2% |
| 6M | -99.3% | -16.2% | -83.1% | -99.6% |
| YTD | -99.5% | -10.4% | -89.1% | -99.7% |
| 1Y | -99.8% | -14.8% | -85.0% | -99.9% |
| 3Y | -100.0% | -50.1% | -49.8% | -100.0% |
| 5Y | -100.0% | -38.8% | -61.2% | -100.0% |
| 10Y | -100.0% | -14.1% | -85.9% | -100.0% |
| All | -100.0% | +828.1% | -928.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling