+218.3%
RL vs SOXQ
+283.8%
-65.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.3% | +0.4% |
| 7D | -0.8% | +2.3% | -3.2% | -1.9% |
| 30D | -7.8% | -2.3% | -5.5% | -7.2% |
| 3M | -4.0% | -13.8% | +9.8% | +0.2% |
| 6M | -1.9% | +48.6% | -50.5% | -24.1% |
| YTD | -0.2% | +66.0% | -66.2% | -27.8% |
| 1Y | +10.7% | +107.9% | -97.2% | -30.0% |
| 3Y | +210.8% | +224.1% | -13.4% | +44.9% |
| 5Y | +238.2% | +256.6% | -18.4% | +42.8% |
| All | +218.3% | +283.8% | -65.5% | +33.2% |
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