+42.1%
RIG vs SOXQ
+279.9%
-237.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +2.2% |
| 7D | -4.2% | +2.3% | -6.5% | -5.2% |
| 30D | -0.7% | -3.9% | +3.2% | +0.8% |
| 3M | -4.0% | -4.7% | +0.7% | -4.7% |
| 6M | -6.3% | +47.9% | -54.2% | -27.8% |
| YTD | +39.7% | +64.3% | -24.6% | +1.4% |
| 1Y | +78.1% | +95.7% | -17.6% | +17.4% |
| 3Y | -29.5% | +231.5% | -261.0% | -66.3% |
| 5Y | +65.3% | +255.0% | -189.7% | -29.0% |
| All | +42.1% | +279.9% | -237.8% | -37.8% |
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