-93.1%
SOXS vs RBA
-5.8%
-87.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.9% | +10.1% | +11.4% |
| 7D | -28.4% | +1.7% | -30.2% | -27.8% |
| 30D | +19.4% | +8.3% | +11.1% | +22.2% |
| 3M | +28.2% | +10.5% | +17.6% | +31.3% |
| 6M | -37.7% | -5.9% | -31.8% | -40.8% |
| YTD | -91.6% | -6.9% | -84.8% | -90.6% |
| 1Y | -93.1% | -4.9% | -88.2% | -91.8% |
| All | -93.1% | -5.8% | -87.3% | -91.8% |
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