-100.0%
SOXS vs SMH
+4,869.1%
-4,969.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.6% |
| 7D | -16.6% | +4.3% | -20.9% | -4.1% |
| 30D | -4.4% | +0.9% | -5.2% | +2.8% |
| 3M | -26.2% | -2.8% | -23.4% | +7.7% |
| 6M | -99.3% | +45.6% | -144.9% | -83.9% |
| YTD | -99.5% | +59.5% | -159.0% | -84.5% |
| 1Y | -99.8% | +93.4% | -193.2% | -84.0% |
| 3Y | -100.0% | +287.1% | -387.1% | -52.0% |
| 5Y | -100.0% | +338.0% | -438.0% | -40.4% |
| 10Y | -100.0% | +1,876.8% | -1,976.8% | -39.8% |
| All | -100.0% | +4,869.1% | -4,969.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling