+207.3%
RL vs SOXQ
+286.7%
-79.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.1% |
| 7D | -3.4% | +0.8% | -4.2% | -3.8% |
| 30D | -14.4% | -4.6% | -9.9% | -12.8% |
| 3M | -13.6% | -10.2% | -3.4% | -11.2% |
| 6M | +0.6% | +49.7% | -49.1% | -22.5% |
| YTD | -3.6% | +67.2% | -70.9% | -30.5% |
| 1Y | +8.3% | +98.0% | -89.7% | -29.5% |
| 3Y | +204.8% | +237.2% | -32.4% | +38.9% |
| 5Y | +232.9% | +261.3% | -28.3% | +39.8% |
| All | +207.3% | +286.7% | -79.4% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling