+2,575.4%
SOXX vs STT
+528.3%
+2,047.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +6.1% | +1.0% | +5.1% | +5.7% |
| 30D | +0.5% | +2.8% | -2.3% | -0.7% |
| 3M | -5.3% | +18.1% | -23.4% | -11.6% |
| 6M | +58.3% | +59.2% | -0.9% | +31.1% |
| YTD | +76.8% | +51.5% | +25.4% | +49.2% |
| 1Y | +114.6% | +75.7% | +38.9% | +70.6% |
| 3Y | +229.6% | +200.8% | +28.9% | +110.6% |
| 5Y | +257.3% | +155.8% | +101.5% | +139.1% |
| 10Y | +1,583.2% | +266.4% | +1,316.9% | +830.3% |
| All | +2,575.4% | +528.3% | +2,047.1% | +582.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling