-100.0%
SOXS vs RCL
+958.8%
-1,058.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -5.1% |
| 7D | -15.6% | -0.5% | -15.1% | -16.0% |
| 30D | +4.8% | -17.3% | +22.1% | -12.2% |
| 3M | -21.6% | -2.8% | -18.9% | -20.3% |
| 6M | -99.3% | -4.4% | -94.9% | -98.8% |
| YTD | -99.5% | -4.2% | -95.4% | -99.1% |
| 1Y | -99.8% | -23.4% | -76.4% | -99.6% |
| 3Y | -100.0% | +179.4% | -279.4% | -99.9% |
| 5Y | -100.0% | +238.8% | -338.8% | -99.9% |
| 10Y | -100.0% | +350.2% | -450.2% | -100.0% |
| All | -100.0% | +958.8% | -1,058.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling