+299.5%
STLD vs SOXQ
+286.7%
+12.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.4% |
| 7D | -0.9% | +0.8% | -1.7% | -1.3% |
| 30D | -8.9% | -4.6% | -4.3% | -7.2% |
| 3M | -14.0% | -10.2% | -3.9% | -12.1% |
| 6M | +30.8% | +49.7% | -18.8% | +4.8% |
| YTD | +42.3% | +67.2% | -25.0% | +7.8% |
| 1Y | +81.1% | +98.0% | -16.9% | +26.3% |
| 3Y | +149.2% | +237.2% | -88.0% | +28.9% |
| 5Y | +292.9% | +261.3% | +31.6% | +84.6% |
| All | +299.5% | +286.7% | +12.8% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling