-91.6%
SOXS vs RBA
-2.0%
-89.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.7% | +9.5% |
| 7D | +46.7% | +12.7% | +34.0% | +53.5% |
| 30D | +97.0% | +15.5% | +81.4% | +107.7% |
| 3M | +39.5% | -14.0% | +53.6% | +18.8% |
| 6M | -54.9% | -8.8% | -46.1% | -58.7% |
| YTD | -90.4% | -6.9% | -83.5% | -89.7% |
| 1Y | -91.6% | -3.0% | -88.7% | -90.6% |
| All | -91.6% | -2.0% | -89.7% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling