-64.4%
STLA vs SOXQ
+288.7%
-353.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.7% |
| 7D | +0.7% | +5.3% | -4.5% | -1.7% |
| 30D | -2.4% | -3.7% | +1.3% | -1.0% |
| 3M | -23.9% | -7.8% | -16.0% | -22.6% |
| 6M | -24.6% | +58.4% | -83.0% | -43.0% |
| YTD | -50.5% | +68.1% | -118.6% | -64.5% |
| 1Y | -39.8% | +105.4% | -145.2% | -61.6% |
| 3Y | -65.6% | +239.2% | -304.8% | -84.6% |
| 5Y | -62.1% | +266.9% | -329.0% | -84.5% |
| All | -64.4% | +288.7% | -353.1% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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