+92.2%
SM vs SOXQ
+288.7%
-196.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.1% |
| 7D | -0.2% | +5.3% | -5.4% | -2.1% |
| 30D | +31.5% | -3.7% | +35.2% | +33.0% |
| 3M | +17.3% | -7.8% | +25.2% | +17.4% |
| 6M | +48.5% | +58.4% | -9.9% | +12.1% |
| YTD | +106.3% | +68.1% | +38.1% | +49.7% |
| 1Y | +47.3% | +105.4% | -58.1% | -5.4% |
| 3Y | -1.4% | +239.2% | -240.6% | -54.4% |
| 5Y | +114.0% | +266.9% | -152.9% | -5.0% |
| All | +92.2% | +288.7% | -196.6% | -14.5% |
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 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