-91.6%
SOXS vs RIO
+29.3%
-121.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.6% | +5.2% | +16.5% |
| 7D | +46.7% | -1.6% | +48.3% | +40.7% |
| 30D | +97.0% | -11.6% | +108.6% | +53.0% |
| 3M | +39.5% | -12.7% | +52.3% | +6.5% |
| 6M | -54.9% | -12.4% | -42.6% | -58.4% |
| YTD | -90.4% | +11.0% | -101.4% | -85.1% |
| 1Y | -91.6% | +30.8% | -122.5% | -74.4% |
| All | -91.6% | +29.3% | -121.0% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling