-99.9%
SOXS vs RBA
+45.7%
-145.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.9% | +10.1% | +12.0% |
| 7D | -28.4% | +1.7% | -30.2% | -26.9% |
| 30D | +19.4% | +8.3% | +11.1% | +27.7% |
| 3M | +28.2% | +10.5% | +17.6% | +38.8% |
| 6M | -37.7% | -5.9% | -31.8% | -42.6% |
| YTD | -91.6% | -6.9% | -84.8% | -92.0% |
| 1Y | -93.1% | -4.9% | -88.2% | -93.1% |
| 3Y | -99.7% | +64.5% | -164.2% | -99.3% |
| All | -99.9% | +45.7% | -145.7% | -99.8% |
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 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