-99.7%
SOXS vs RCL
-24.0%
-75.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.3% | +8.4% | +7.8% |
| 7D | -9.4% | -2.5% | -7.0% | -11.6% |
| 30D | +6.2% | -15.7% | +21.8% | -9.7% |
| 3M | -28.0% | -3.6% | -24.4% | -27.4% |
| 6M | -99.2% | -8.7% | -90.5% | -98.5% |
| YTD | -99.5% | -6.2% | -93.3% | -99.1% |
| 1Y | -99.7% | -22.9% | -76.9% | -99.5% |
| All | -99.7% | -24.0% | -75.7% | -99.5% |
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