+2,833.3%
SMH vs SOXX
+2,563.4%
+269.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | -0.3% |
| 7D | +0.3% | +1.4% | -1.1% | -1.1% |
| 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% | -8.0% |
| YTD | +57.9% | +75.2% | -17.3% | -9.4% |
| 1Y | +87.6% | +107.5% | -19.9% | -8.6% |
| 3Y | +282.9% | +226.8% | +56.2% | +20.8% |
| 5Y | +330.4% | +251.2% | +79.2% | +26.8% |
| 10Y | +1,857.0% | +1,567.6% | +289.3% | +32.5% |
| All | +2,833.3% | +2,563.4% | +269.8% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling