-12.4%
RVTY vs SOXQ
+288.7%
-301.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.9% |
| 7D | +0.4% | +5.3% | -4.9% | -1.5% |
| 30D | +10.8% | -3.7% | +14.5% | +12.2% |
| 3M | +26.8% | -7.8% | +34.6% | +28.1% |
| 6M | +39.3% | +58.4% | -19.1% | +11.5% |
| YTD | +31.6% | +68.1% | -36.5% | +2.4% |
| 1Y | +47.7% | +105.4% | -57.7% | +5.1% |
| 3Y | +19.9% | +239.2% | -219.3% | -35.6% |
| 5Y | -32.3% | +266.9% | -299.3% | -66.7% |
| All | -12.4% | +288.7% | -301.1% | -57.5% |
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