-100.0%
SOXS vs SMCI
+40.5%
-140.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +7.3% | -12.8% | -1.2% |
| 7D | -4.7% | +1.3% | -6.0% | -3.5% |
| 30D | +7.7% | +6.6% | +1.1% | +14.3% |
| 3M | -10.2% | +25.4% | -35.6% | +20.8% |
| 6M | -99.2% | +26.1% | -125.3% | -98.1% |
| YTD | -99.5% | +37.0% | -136.5% | -98.8% |
| 1Y | -99.8% | -8.8% | -91.0% | -99.5% |
| 3Y | -100.0% | +44.6% | -144.6% | -99.9% |
| All | -100.0% | +40.5% | -140.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMCI.
Daily Out/Under-Performance
Portfolio return minus SMCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMCI 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 SMCI 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