-91.6%
SOXS vs SMR
-87.0%
-4.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.5% | +13.2% | +5.2% |
| 7D | +46.7% | -9.5% | +56.2% | +37.4% |
| 30D | +97.0% | -33.2% | +130.2% | +51.1% |
| 3M | +39.5% | -45.9% | +85.5% | -4.7% |
| 6M | -54.9% | -57.9% | +2.9% | -65.8% |
| YTD | -90.4% | -63.8% | -26.6% | -92.2% |
| 1Y | -91.6% | -85.6% | -6.0% | -96.3% |
| All | -91.6% | -87.0% | -4.6% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling