-44.0%
STZ vs SOXQ
+288.7%
-332.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.7% |
| 7D | -7.4% | +5.3% | -12.7% | -7.9% |
| 30D | -10.9% | -3.7% | -7.2% | -10.6% |
| 3M | -13.4% | -7.8% | -5.6% | -13.2% |
| 6M | -16.2% | +58.4% | -74.6% | -22.3% |
| YTD | -10.4% | +68.1% | -78.6% | -18.0% |
| 1Y | -14.8% | +105.4% | -120.1% | -24.5% |
| 3Y | -50.1% | +239.2% | -289.4% | -60.8% |
| 5Y | -38.8% | +266.9% | -305.7% | -54.6% |
| All | -44.0% | +288.7% | -332.7% | -58.9% |
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