-100.0%
SOXS vs RCAT
-99.8%
-0.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.9% | -8.8% | -4.8% |
| 7D | -15.6% | +5.4% | -21.0% | -15.5% |
| 30D | +4.8% | -5.6% | +10.3% | +4.7% |
| 3M | -21.6% | -30.2% | +8.6% | -21.6% |
| 6M | -99.3% | -43.4% | -55.9% | -99.3% |
| YTD | -99.5% | +9.6% | -109.2% | -99.5% |
| 1Y | -99.8% | -2.0% | -97.8% | -99.8% |
| 3Y | -100.0% | +825.0% | -925.0% | -100.0% |
| 5Y | -100.0% | +199.8% | -299.8% | -100.0% |
| 10Y | -100.0% | -98.4% | -1.6% | -100.0% |
| All | -100.0% | -99.8% | -0.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling