+107.5%
SOXX vs STZ
-11.8%
+119.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +1.7% |
| 7D | +1.4% | -4.5% | +5.9% | +0.8% |
| 30D | -3.6% | -8.6% | +5.0% | -4.6% |
| 3M | -10.2% | -13.8% | +3.6% | -11.3% |
| 6M | +54.2% | -17.2% | +71.4% | +52.4% |
| YTD | +75.2% | -9.4% | +84.6% | +68.5% |
| 1Y | +107.5% | -11.9% | +119.4% | +101.8% |
| All | +107.5% | -11.8% | +119.3% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling