+113.0%
SM vs SOXQ
+251.3%
-138.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +1.5% |
| 7D | +2.1% | +2.3% | -0.2% | +1.2% |
| 30D | +18.1% | -3.9% | +22.0% | +19.7% |
| 3M | +17.0% | -4.7% | +21.7% | +15.3% |
| 6M | +55.4% | +47.9% | +7.5% | +21.0% |
| YTD | +108.6% | +64.3% | +44.2% | +52.5% |
| 1Y | +45.7% | +95.7% | -50.0% | -4.5% |
| 3Y | -0.3% | +231.5% | -231.8% | -53.7% |
| 5Y | +113.0% | +255.0% | -141.9% | -1.5% |
| All | +113.0% | +251.3% | -138.3% | -1.5% |
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 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