+449.8%
SOXL vs SMTC
+546.3%
-96.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.9% | -5.1% | -5.2% |
| 7D | +8.5% | +17.5% | -9.1% | -7.5% |
| 30D | -13.0% | +21.3% | -34.3% | -28.9% |
| 3M | -35.9% | +3.1% | -39.1% | -31.8% |
| 6M | +112.1% | +81.7% | +30.4% | +44.6% |
| YTD | +175.4% | +115.9% | +59.5% | +66.1% |
| 1Y | +304.9% | +157.8% | +147.0% | +113.1% |
| All | +449.8% | +546.3% | -96.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3y: compounded portfolio wealth divided by compounded SMTC 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…
3y analysis · Full analysis span regression · 6 months rolling