-100.0%
SOXS vs RIG
-41.2%
-58.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.8% | -6.3% |
| 7D | -4.7% | -3.1% | -1.7% | -6.0% |
| 30D | +7.7% | -0.5% | +8.3% | +7.5% |
| 3M | -10.2% | -6.0% | -4.2% | -11.7% |
| 6M | -99.2% | -10.1% | -89.1% | -99.5% |
| YTD | -99.5% | +37.3% | -136.8% | -99.6% |
| 1Y | -99.8% | +73.9% | -173.7% | -99.8% |
| 3Y | -100.0% | -30.2% | -69.8% | -100.0% |
| 5Y | -100.0% | +62.5% | -162.5% | -100.0% |
| All | -100.0% | -41.2% | -58.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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