-100.0%
SOXS vs RCL
+233.3%
-333.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -4.0% |
| 7D | -16.6% | -2.2% | -14.4% | -18.8% |
| 30D | -4.4% | -15.7% | +11.3% | -21.8% |
| 3M | -26.2% | -8.0% | -18.3% | -29.6% |
| 6M | -99.3% | -10.1% | -89.1% | -98.6% |
| YTD | -99.5% | -5.9% | -93.6% | -99.0% |
| 1Y | -99.8% | -23.5% | -76.3% | -99.6% |
| 3Y | -100.0% | +174.4% | -274.4% | -99.8% |
| 5Y | -100.0% | +227.1% | -327.1% | -99.9% |
| All | -100.0% | +233.3% | -333.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling