-100.0%
SOXS vs RDW
+241.5%
-341.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -6.7% |
| 7D | -4.7% | +0.9% | -5.6% | -4.3% |
| 30D | +7.7% | -21.3% | +29.0% | -3.2% |
| 3M | -10.2% | -37.9% | +27.7% | -18.4% |
| 6M | -99.2% | +12.3% | -111.5% | -97.0% |
| YTD | -99.5% | +39.7% | -139.3% | -97.9% |
| 1Y | -99.8% | +25.7% | -125.4% | -98.9% |
| 3Y | -100.0% | +230.8% | -330.8% | -99.9% |
| All | -100.0% | +241.5% | -341.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling