-100.0%
SOXS vs RGEN
-44.2%
-55.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +7.9% |
| 7D | -9.4% | -2.9% | -6.5% | -11.9% |
| 30D | +6.2% | -0.1% | +6.2% | +6.8% |
| 3M | -28.0% | +25.9% | -54.0% | -11.6% |
| 6M | -99.2% | +35.2% | -134.4% | -98.9% |
| YTD | -99.5% | +0.5% | -100.0% | -99.4% |
| 1Y | -99.7% | +37.0% | -136.7% | -99.6% |
| 3Y | -100.0% | +2.0% | -102.0% | -100.0% |
| 5Y | -100.0% | -44.2% | -55.8% | -100.0% |
| All | -100.0% | -44.2% | -55.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling