+4,728.7%
SOXX vs STX
+16,258.7%
-11,530.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | -0.1% | -1.8% |
| 7D | +3.0% | +8.0% | -4.9% | +0.1% |
| 30D | -3.1% | +5.1% | -8.2% | -5.3% |
| 3M | -4.4% | +5.8% | -10.2% | -7.3% |
| 6M | +52.9% | +124.9% | -72.1% | +13.0% |
| YTD | +72.0% | +213.9% | -141.9% | +10.9% |
| 1Y | +105.1% | +350.4% | -245.3% | +14.1% |
| 3Y | +220.6% | +1,314.2% | -1,093.6% | +18.1% |
| 5Y | +244.8% | +1,092.8% | -848.0% | +33.1% |
| 10Y | +1,537.1% | +3,522.4% | -1,985.3% | +327.1% |
| All | +4,728.7% | +16,258.7% | -11,530.0% | +472.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling