-100.0%
SOXS vs SMTC
+548.2%
-648.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.1% | -10.7% | +1.0% |
| 7D | -4.7% | +13.1% | -17.8% | +12.7% |
| 30D | +7.7% | +19.5% | -11.7% | +44.1% |
| 3M | -10.2% | +2.2% | -12.4% | +35.8% |
| 6M | -99.2% | +94.9% | -194.1% | -93.0% |
| YTD | -99.5% | +127.0% | -226.5% | -94.4% |
| 1Y | -99.8% | +174.6% | -274.3% | -96.0% |
| 3Y | -100.0% | +615.9% | -715.9% | -97.1% |
| 5Y | -100.0% | +125.6% | -225.6% | -99.8% |
| All | -100.0% | +548.2% | -648.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling