+295.9%
STLD vs SOXQ
+243.8%
+52.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +6.9% | +16.4% | -9.6% | +0.3% |
| 30D | -1.5% | -13.9% | +12.4% | +4.1% |
| 3M | -9.7% | -15.1% | +5.5% | -4.4% |
| 6M | +2.3% | -10.2% | +12.5% | +2.5% |
| YTD | +41.0% | +48.7% | -7.7% | +11.1% |
| 1Y | +51.8% | +48.9% | +2.9% | +19.1% |
| 3Y | +126.4% | +197.4% | -71.0% | +22.4% |
| 5Y | +285.7% | +188.2% | +97.5% | +95.0% |
| All | +295.9% | +243.8% | +52.1% | +92.2% |
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 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