-100.0%
SOXS vs RIG
-91.6%
-8.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.3% |
| 7D | -16.6% | -8.2% | -8.4% | -19.8% |
| 30D | -4.4% | -0.2% | -4.2% | -4.4% |
| 3M | -26.2% | -2.7% | -23.5% | -26.5% |
| 6M | -99.3% | -7.5% | -91.8% | -99.6% |
| YTD | -99.5% | +38.3% | -137.8% | -99.6% |
| 1Y | -99.8% | +81.8% | -181.6% | -99.8% |
| 3Y | -100.0% | -30.2% | -69.8% | -100.0% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| 10Y | -100.0% | -41.9% | -58.1% | -100.0% |
| All | -100.0% | -91.6% | -8.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling