-34.6%
RVTY vs SOXQ
+251.3%
-285.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.4% |
| 7D | -7.4% | +2.3% | -9.7% | -8.2% |
| 30D | +4.5% | -3.9% | +8.4% | +5.9% |
| 3M | +19.5% | -4.7% | +24.2% | +19.0% |
| 6M | +34.1% | +47.9% | -13.8% | +10.2% |
| YTD | +25.3% | +64.3% | -39.1% | -1.8% |
| 1Y | +47.0% | +95.7% | -48.7% | +6.5% |
| 3Y | +14.1% | +231.5% | -217.4% | -38.5% |
| 5Y | -34.6% | +255.0% | -289.6% | -67.9% |
| All | -34.6% | +251.3% | -285.9% | -67.9% |
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 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