+150.1%
STLD vs SOXQ
+235.9%
-85.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -2.8% | +5.2% | -8.0% | -4.7% |
| 30D | -10.4% | -0.5% | -9.9% | -10.3% |
| 3M | -10.6% | -5.6% | -5.0% | -10.7% |
| 6M | +32.7% | +53.0% | -20.3% | +6.3% |
| YTD | +42.8% | +68.8% | -26.0% | +9.2% |
| 1Y | +86.9% | +105.7% | -18.8% | +30.6% |
| All | +150.1% | +235.9% | -85.8% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling