+226.3%
RL vs SOXQ
+269.0%
-42.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -0.3% | +5.2% | -5.5% | -2.7% |
| 30D | -17.5% | -0.5% | -17.0% | -17.6% |
| 3M | -14.0% | -5.6% | -8.4% | -13.8% |
| 6M | -2.0% | +53.0% | -55.0% | -25.4% |
| YTD | -4.6% | +68.8% | -73.4% | -31.7% |
| 1Y | +9.5% | +105.7% | -96.2% | -30.4% |
| 3Y | +200.5% | +240.5% | -40.0% | +35.3% |
| 5Y | +226.3% | +266.8% | -40.5% | +35.8% |
| All | +226.3% | +269.0% | -42.7% | +35.8% |
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 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