+493.4%
RVMD vs SOXQ
+279.9%
+213.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.9% |
| 7D | -3.6% | +2.3% | -5.9% | -4.6% |
| 30D | -1.1% | -3.9% | +2.8% | +0.6% |
| 3M | +41.0% | -4.7% | +45.8% | +41.5% |
| 6M | +105.7% | +47.9% | +57.8% | +62.5% |
| YTD | +155.3% | +64.3% | +91.0% | +89.7% |
| 1Y | +402.7% | +95.7% | +307.0% | +237.5% |
| 3Y | +533.1% | +231.5% | +301.6% | +188.6% |
| 5Y | +583.5% | +255.0% | +328.5% | +201.2% |
| All | +493.4% | +279.9% | +213.5% | +168.9% |
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