+366.0%
SMH vs SOXQ
+286.7%
+79.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | -0.2% |
| 7D | +0.3% | +0.8% | -0.5% | -0.4% |
| 30D | -2.8% | -4.6% | +1.8% | +1.5% |
| 3M | -6.7% | -10.2% | +3.4% | +2.3% |
| 6M | +41.8% | +49.7% | -7.9% | -5.0% |
| YTD | +57.9% | +67.2% | -9.4% | -4.9% |
| 1Y | +87.6% | +98.0% | -10.4% | -4.2% |
| 3Y | +282.9% | +237.2% | +45.8% | +16.4% |
| 5Y | +330.4% | +261.3% | +69.1% | +23.1% |
| All | +366.0% | +286.7% | +79.3% | +27.9% |
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 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