-100.0%
SOXS vs RIO
+88.2%
-188.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -4.3% |
| 7D | -4.7% | -3.2% | -1.5% | -10.5% |
| 30D | +7.7% | +0.9% | +6.8% | +10.2% |
| 3M | -10.2% | -1.4% | -8.7% | -6.4% |
| 6M | -99.2% | +10.9% | -110.1% | -97.7% |
| YTD | -99.5% | +31.2% | -130.7% | -98.0% |
| 1Y | -99.8% | +67.9% | -167.7% | -98.3% |
| 3Y | -100.0% | +88.8% | -188.8% | -99.8% |
| All | -100.0% | +88.2% | -188.2% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling