-14.4%
SMR vs SOXQ
+258.9%
-273.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.8% | -17.4% | -17.2% |
| 7D | -11.2% | +0.8% | -12.0% | -11.9% |
| 30D | -10.2% | -4.6% | -5.6% | -6.7% |
| 3M | -10.0% | -10.2% | +0.1% | -1.8% |
| 6M | -30.5% | +49.7% | -80.1% | -50.1% |
| YTD | -39.2% | +67.2% | -106.5% | -59.7% |
| 1Y | -75.5% | +98.0% | -173.5% | -85.4% |
| 3Y | +45.4% | +237.2% | -191.7% | -28.6% |
| All | -14.4% | +258.9% | -273.3% | -61.5% |
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