-100.0%
SOXS vs SMH
+326.9%
-426.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.0% | -0.9% |
| 7D | -4.7% | +0.3% | -5.0% | -3.2% |
| 30D | +7.7% | -2.8% | +10.5% | +3.4% |
| 3M | -10.2% | -6.7% | -3.4% | +10.7% |
| 6M | -99.2% | +41.8% | -141.0% | -84.2% |
| YTD | -99.5% | +57.9% | -157.4% | -84.8% |
| 1Y | -99.8% | +87.6% | -187.4% | -84.4% |
| 3Y | -100.0% | +282.9% | -382.9% | -55.0% |
| All | -100.0% | +326.9% | -426.9% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMH.
Daily Out/Under-Performance
Portfolio return minus SMH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMH 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 SMH 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