+327.2%
SMH vs SOXX
+247.7%
+79.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | -0.3% |
| 7D | +0.3% | +1.4% | -1.1% | -1.0% |
| 30D | -2.8% | -3.6% | +0.8% | +0.5% |
| 3M | -6.7% | -10.2% | +3.4% | +2.1% |
| 6M | +41.8% | +54.2% | -12.5% | -8.5% |
| YTD | +57.9% | +75.2% | -17.3% | -10.1% |
| 1Y | +87.6% | +107.5% | -19.9% | -9.6% |
| 3Y | +282.9% | +226.8% | +56.2% | +18.3% |
| All | +327.2% | +247.7% | +79.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXX.
Daily Out/Under-Performance
Portfolio return minus SOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXX 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 SOXX 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