+1,537.1%
SOXX vs SMTC
+548.2%
+988.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | -0.3% |
| 7D | +1.4% | +13.1% | -11.7% | -4.0% |
| 30D | -3.6% | +19.5% | -23.0% | -11.9% |
| 3M | -10.2% | +2.2% | -12.4% | -13.2% |
| 6M | +54.2% | +94.9% | -40.6% | +11.7% |
| YTD | +75.2% | +127.0% | -51.7% | +18.4% |
| 1Y | +107.5% | +174.6% | -67.1% | +27.5% |
| 3Y | +226.8% | +615.9% | -389.2% | +0.7% |
| 5Y | +251.2% | +125.6% | +125.6% | +92.0% |
| All | +1,537.1% | +548.2% | +988.9% | +422.5% |
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