-91.6%
SOXS vs RCL
+27.6%
-119.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.4% | +2.4% | +13.7% |
| 7D | +46.7% | +11.7% | +35.0% | +58.8% |
| 30D | +97.0% | +21.1% | +75.8% | +131.4% |
| 3M | +39.5% | +2.9% | +36.7% | +42.7% |
| 6M | -54.9% | +29.8% | -84.8% | -39.9% |
| YTD | -90.4% | +21.4% | -111.8% | -87.0% |
| 1Y | -91.6% | +32.0% | -123.7% | -88.3% |
| All | -91.6% | +27.6% | -119.2% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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