-100.0%
SOXS vs RCAT
-98.5%
-1.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +8.1% |
| 7D | -9.4% | -5.4% | -4.0% | -9.6% |
| 30D | +6.2% | -24.2% | +30.4% | +5.4% |
| 3M | -28.0% | -25.8% | -2.2% | -28.0% |
| 6M | -99.2% | -44.9% | -54.3% | -99.2% |
| YTD | -99.5% | +1.9% | -101.4% | -99.5% |
| 1Y | -99.7% | -5.2% | -94.6% | -99.7% |
| 3Y | -100.0% | +759.6% | -859.6% | -100.0% |
| 5Y | -100.0% | +187.5% | -287.5% | -100.0% |
| All | -100.0% | -98.5% | -1.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling