-100.0%
SOXS vs RGTI
+53.1%
-153.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.5% | +8.6% | +7.9% |
| 7D | -9.4% | -0.1% | -9.3% | -9.4% |
| 30D | +6.2% | -16.2% | +22.4% | +2.2% |
| 3M | -28.0% | -22.0% | -6.0% | -26.7% |
| 6M | -99.2% | -10.8% | -88.4% | -99.3% |
| YTD | -99.5% | -31.6% | -67.9% | -99.6% |
| 1Y | -99.7% | -6.4% | -93.4% | -99.7% |
| 3Y | -100.0% | +665.7% | -765.6% | -99.9% |
| 5Y | -100.0% | +55.6% | -155.6% | -100.0% |
| All | -100.0% | +53.1% | -153.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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