+1,537.1%
SOXX vs STT
+271.9%
+1,265.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -3.6% | +1.7% | -5.3% | -4.5% |
| 3M | -10.2% | +17.9% | -28.1% | -17.7% |
| 6M | +54.2% | +55.3% | -1.0% | +22.7% |
| YTD | +75.2% | +52.7% | +22.6% | +40.2% |
| 1Y | +107.5% | +75.7% | +31.9% | +54.6% |
| 3Y | +226.8% | +197.9% | +28.9% | +84.9% |
| 5Y | +251.2% | +158.8% | +92.5% | +106.1% |
| All | +1,537.1% | +271.9% | +1,265.2% | +690.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling