-100.0%
SOXS vs RCAT
+184.3%
-284.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -3.4% |
| 7D | -16.6% | -2.3% | -14.3% | -17.0% |
| 30D | -4.4% | -18.7% | +14.3% | -8.1% |
| 3M | -26.2% | -29.3% | +3.0% | -26.7% |
| 6M | -99.3% | -42.3% | -56.9% | -99.2% |
| YTD | -99.5% | +2.5% | -102.1% | -99.4% |
| 1Y | -99.8% | -5.7% | -94.1% | -99.7% |
| 3Y | -100.0% | +764.9% | -864.9% | -100.0% |
| 5Y | -100.0% | +182.3% | -282.3% | -100.0% |
| All | -100.0% | +184.3% | -284.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling