+56.2%
RIG vs SOXQ
+258.1%
-201.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.5% |
| 7D | -3.1% | +0.8% | -3.8% | -3.5% |
| 30D | -0.5% | -4.6% | +4.0% | +1.3% |
| 3M | -6.0% | -10.2% | +4.2% | -3.7% |
| 6M | -10.1% | +49.7% | -59.8% | -31.1% |
| YTD | +37.3% | +67.2% | -30.0% | -1.3% |
| 1Y | +73.9% | +98.0% | -24.1% | +13.8% |
| 3Y | -30.2% | +237.2% | -267.3% | -67.1% |
| All | +56.2% | +258.1% | -201.9% | -33.9% |
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