-91.6%
SOXS vs RCAT
-59.1%
-32.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -10.3% | +19.1% | +3.3% |
| 7D | +46.7% | -18.5% | +65.2% | +34.0% |
| 30D | +97.0% | -37.0% | +133.9% | +63.5% |
| 3M | +39.5% | -54.9% | +94.4% | +0.9% |
| 6M | -54.9% | -63.6% | +8.7% | -65.5% |
| YTD | -90.4% | -49.6% | -40.8% | -90.1% |
| 1Y | -91.6% | -57.8% | -33.8% | -91.8% |
| All | -91.6% | -59.1% | -32.5% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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