+266.8%
RMBS vs SOXQ
+258.1%
+8.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | -0.1% |
| 7D | +1.8% | +0.8% | +1.0% | +0.9% |
| 30D | -13.9% | -4.6% | -9.3% | -9.2% |
| 3M | -39.8% | -10.2% | -29.6% | -31.7% |
| 6M | -6.0% | +49.7% | -55.7% | -36.5% |
| YTD | -5.4% | +67.2% | -72.6% | -42.6% |
| 1Y | -1.8% | +98.0% | -99.8% | -49.0% |
| 3Y | +53.7% | +237.2% | -183.5% | -48.2% |
| All | +266.8% | +258.1% | +8.7% | +20.1% |
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