+77.5%
RBA vs SOXQ
+231.9%
-154.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.6% |
| 7D | +1.7% | +8.2% | -6.4% | +0.1% |
| 30D | +8.3% | -13.2% | +21.5% | +10.8% |
| 3M | +10.5% | -18.5% | +29.1% | +14.1% |
| 6M | -5.9% | -15.4% | +9.6% | -4.9% |
| YTD | -6.9% | +43.6% | -50.4% | -17.8% |
| 1Y | -4.9% | +49.2% | -54.1% | -16.9% |
| 3Y | +64.5% | +190.2% | -125.7% | +16.2% |
| 5Y | +46.1% | +178.2% | -132.1% | +2.1% |
| All | +77.5% | +231.9% | -154.4% | +22.2% |
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