-100.0%
SOXS vs SMTC
+798.5%
-898.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.0% | -14.8% | +8.4% |
| 7D | -15.6% | +22.9% | -38.5% | +12.8% |
| 30D | +4.8% | +16.6% | -11.9% | +37.4% |
| 3M | -21.6% | +2.4% | -24.0% | +21.9% |
| 6M | -99.3% | +98.3% | -197.6% | -93.6% |
| YTD | -99.5% | +120.7% | -220.2% | -94.2% |
| 1Y | -99.8% | +168.3% | -268.0% | -96.1% |
| 3Y | -100.0% | +571.7% | -671.7% | -97.0% |
| 5Y | -100.0% | +114.0% | -214.0% | -99.8% |
| 10Y | -100.0% | +497.0% | -597.0% | -100.0% |
| All | -100.0% | +798.5% | -898.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling