-100.0%
SOXS vs SMR
+7.6%
-107.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -3.2% |
| 7D | -16.6% | +13.1% | -29.6% | -11.9% |
| 30D | -4.4% | +17.8% | -22.1% | +3.8% |
| 3M | -26.2% | +8.1% | -34.3% | -14.2% |
| 6M | -99.3% | -11.1% | -88.2% | -98.7% |
| YTD | -99.5% | -23.7% | -75.8% | -99.2% |
| 1Y | -99.8% | -69.4% | -30.4% | -99.7% |
| 3Y | -100.0% | +82.6% | -182.6% | -99.9% |
| All | -100.0% | +7.6% | -107.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling