-100.0%
SOXS vs SMTC
+546.3%
-646.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.9% | +11.0% | +5.2% |
| 7D | -9.4% | +17.5% | -26.9% | +8.2% |
| 30D | +6.2% | +21.3% | -15.2% | +37.0% |
| 3M | -28.0% | +3.1% | -31.2% | +5.1% |
| 6M | -99.2% | +81.7% | -180.9% | -95.9% |
| YTD | -99.5% | +115.9% | -215.4% | -96.8% |
| 1Y | -99.7% | +157.8% | -257.6% | -98.0% |
| All | -100.0% | +546.3% | -646.3% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling