+293.5%
STLD vs SOXQ
+269.0%
+24.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -2.8% | +5.2% | -8.0% | -4.9% |
| 30D | -10.4% | -0.5% | -9.9% | -10.3% |
| 3M | -10.6% | -5.6% | -5.0% | -10.6% |
| 6M | +32.7% | +53.0% | -20.3% | +5.0% |
| YTD | +42.8% | +68.8% | -26.0% | +7.5% |
| 1Y | +86.9% | +105.7% | -18.8% | +27.6% |
| 3Y | +143.8% | +240.5% | -96.7% | +24.4% |
| 5Y | +293.5% | +266.8% | +26.7% | +78.6% |
| All | +293.5% | +269.0% | +24.5% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling