-37.7%
SOXS vs RCL
+26.2%
-63.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.7% | +11.5% |
| 7D | -28.4% | -1.2% | -27.2% | -28.8% |
| 30D | +19.4% | +17.8% | +1.6% | +44.6% |
| 3M | +28.2% | +4.9% | +23.2% | +30.0% |
| 6M | -37.7% | +23.7% | -61.4% | -2.0% |
| All | -37.7% | +26.2% | -63.9% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling