+2,557.3%
SOXX vs STM
+198.2%
+2,359.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.9% |
| 7D | +5.6% | +5.2% | +0.4% | +2.5% |
| 30D | -2.7% | -7.4% | +4.6% | +1.6% |
| 3M | -7.5% | -30.6% | +23.1% | +12.8% |
| 6M | +63.5% | +66.4% | -2.9% | +19.1% |
| YTD | +75.7% | +101.1% | -25.5% | +13.6% |
| 1Y | +113.3% | +97.4% | +16.0% | +37.7% |
| 3Y | +227.4% | +21.1% | +206.3% | +165.3% |
| 5Y | +256.2% | +22.5% | +233.7% | +184.4% |
| 10Y | +1,512.5% | +657.6% | +854.9% | +312.6% |
| All | +2,557.3% | +198.2% | +2,359.1% | +745.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling