+55.8%
RBA vs SOXQ
+283.8%
-227.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | -0.4% |
| 7D | -2.9% | +2.3% | -5.3% | -3.4% |
| 30D | -12.3% | -2.3% | -10.0% | -12.0% |
| 3M | -20.5% | -13.8% | -6.8% | -18.8% |
| 6M | -18.5% | +48.6% | -67.2% | -27.5% |
| YTD | -18.2% | +66.0% | -84.2% | -29.3% |
| 1Y | -27.5% | +107.9% | -135.4% | -41.1% |
| 3Y | +38.1% | +224.1% | -186.1% | -3.7% |
| 5Y | +44.8% | +256.6% | -211.8% | -2.9% |
| All | +55.8% | +283.8% | -227.9% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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