-43.0%
RGEN vs SOXQ
+258.1%
-301.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.6% |
| 7D | -1.4% | +0.8% | -2.2% | -1.9% |
| 30D | -0.3% | -4.6% | +4.3% | +1.9% |
| 3M | +23.9% | -10.2% | +34.0% | +26.9% |
| 6M | +38.5% | +49.7% | -11.1% | +1.0% |
| YTD | +0.8% | +67.2% | -66.4% | -31.8% |
| 1Y | +38.2% | +98.0% | -59.8% | -16.7% |
| 3Y | +1.3% | +237.2% | -235.9% | -60.3% |
| All | -43.0% | +258.1% | -301.1% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling