-100.0%
SOXS vs RIG
+58.5%
-158.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.1% | +7.0% | +8.6% |
| 7D | -9.4% | -4.2% | -5.3% | -11.6% |
| 30D | +6.2% | -0.7% | +6.8% | +5.8% |
| 3M | -28.0% | -4.0% | -24.0% | -28.9% |
| 6M | -99.2% | -6.3% | -92.9% | -99.5% |
| YTD | -99.5% | +39.7% | -139.2% | -99.6% |
| 1Y | -99.7% | +78.1% | -177.8% | -99.8% |
| 3Y | -100.0% | -29.5% | -70.5% | -100.0% |
| 5Y | -100.0% | +65.3% | -165.3% | -100.0% |
| All | -100.0% | +58.5% | -158.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling