-100.0%
SOXS vs RBA
+39.4%
-139.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.8% | -9.4% | -1.6% |
| 7D | -4.7% | +0.1% | -4.8% | -4.5% |
| 30D | +7.7% | -2.9% | +10.7% | +4.3% |
| 3M | -10.2% | -20.9% | +10.8% | -30.0% |
| 6M | -99.2% | -17.7% | -81.5% | -99.3% |
| YTD | -99.5% | -18.2% | -81.3% | -99.6% |
| 1Y | -99.8% | -29.1% | -70.7% | -99.8% |
| 3Y | -100.0% | +29.5% | -129.5% | -100.0% |
| All | -100.0% | +39.4% | -139.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling