-91.6%
SOXS vs RDW
+9.7%
-101.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.9% | +13.7% | +5.9% |
| 7D | +46.7% | -14.3% | +61.0% | +36.7% |
| 30D | +97.0% | -26.0% | +122.9% | +74.3% |
| 3M | +39.5% | -27.4% | +66.9% | +26.8% |
| 6M | -54.9% | -10.6% | -44.3% | -44.2% |
| YTD | -90.4% | +1.6% | -92.0% | -85.0% |
| 1Y | -91.6% | +11.1% | -102.7% | -86.0% |
| All | -91.6% | +9.7% | -101.3% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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