-99.8%
SOXS vs RDW
+29.5%
-129.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -7.1% |
| 7D | -4.7% | +0.9% | -5.6% | -4.1% |
| 30D | +7.7% | -21.3% | +29.0% | -6.8% |
| 3M | -10.2% | -37.9% | +27.7% | -20.8% |
| 6M | -99.2% | +12.3% | -111.5% | -96.5% |
| YTD | -99.5% | +39.7% | -139.3% | -97.4% |
| 1Y | -99.8% | +25.7% | -125.4% | -98.7% |
| All | -99.8% | +29.5% | -129.3% | -98.7% |
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