-100.0%
SOXS vs RGEN
+415.7%
-515.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.3% |
| 7D | -4.7% | -1.4% | -3.3% | -6.0% |
| 30D | +7.7% | -0.3% | +8.1% | +8.1% |
| 3M | -10.2% | +23.9% | -34.0% | +8.9% |
| 6M | -99.2% | +38.5% | -137.7% | -98.9% |
| YTD | -99.5% | +0.8% | -100.3% | -99.5% |
| 1Y | -99.8% | +38.2% | -138.0% | -99.6% |
| 3Y | -100.0% | +1.3% | -101.3% | -100.0% |
| 5Y | -100.0% | -44.0% | -56.0% | -100.0% |
| All | -100.0% | +415.7% | -515.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling