+2,550.6%
SOXX vs STZ
+1,292.8%
+1,257.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +1.4% | -4.5% | +5.9% | +2.7% |
| 30D | -3.6% | -8.6% | +5.0% | -1.1% |
| 3M | -10.2% | -13.8% | +3.6% | -6.5% |
| 6M | +54.2% | -17.2% | +71.4% | +61.6% |
| YTD | +75.2% | -9.4% | +84.6% | +76.8% |
| 1Y | +107.5% | -11.9% | +119.4% | +110.7% |
| 3Y | +226.8% | -49.6% | +276.4% | +292.4% |
| 5Y | +251.2% | -37.2% | +288.4% | +290.8% |
| 10Y | +1,567.6% | -11.3% | +1,579.0% | +1,502.5% |
| All | +2,550.6% | +1,292.8% | +1,257.8% | +912.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling