+113.9%
SOXX vs STM
+107.3%
+6.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.5% |
| 7D | +2.2% | +5.8% | -3.6% | -1.0% |
| 30D | -2.0% | -1.0% | -1.0% | -1.6% |
| 3M | -13.7% | -33.3% | +19.6% | +6.6% |
| 6M | +52.4% | +57.4% | -5.0% | +25.3% |
| YTD | +72.8% | +102.2% | -29.4% | +27.9% |
| 1Y | +113.9% | +99.6% | +14.3% | +54.5% |
| All | +113.9% | +107.3% | +6.6% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling