+1,537.1%
SOXX vs STX
+3,412.6%
-1,875.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +3.6% |
| 7D | +1.4% | -2.3% | +3.6% | +2.3% |
| 30D | -3.6% | -5.5% | +1.9% | -1.7% |
| 3M | -10.2% | -4.3% | -5.9% | -10.1% |
| 6M | +54.2% | +115.6% | -61.4% | +4.6% |
| YTD | +75.2% | +202.2% | -127.0% | -1.9% |
| 1Y | +107.5% | +325.3% | -217.8% | -5.0% |
| 3Y | +226.8% | +1,283.9% | -1,057.1% | -19.8% |
| 5Y | +251.2% | +1,048.3% | -797.1% | -8.1% |
| All | +1,537.1% | +3,412.6% | -1,875.5% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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