-100.0%
SOXS vs RGEN
+4,418.2%
-4,518.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -4.5% |
| 7D | -15.6% | -0.9% | -14.7% | -16.1% |
| 30D | +4.8% | +2.8% | +1.9% | +7.4% |
| 3M | -21.6% | +34.5% | -56.1% | -3.8% |
| 6M | -99.3% | +40.5% | -139.8% | -99.1% |
| YTD | -99.5% | +2.8% | -102.4% | -99.5% |
| 1Y | -99.8% | +39.6% | -139.4% | -99.7% |
| 3Y | -100.0% | +4.4% | -104.4% | -100.0% |
| 5Y | -100.0% | -42.8% | -57.2% | -100.0% |
| 10Y | -100.0% | +406.7% | -506.7% | -100.0% |
| All | -100.0% | +4,418.2% | -4,518.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling