-100.0%
SOXS vs RIO
+402.4%
-502.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -2.0% |
| 7D | -16.6% | +1.0% | -17.5% | -15.4% |
| 30D | -4.4% | +4.0% | -8.4% | +1.0% |
| 3M | -26.2% | +4.5% | -30.8% | -15.9% |
| 6M | -99.3% | +17.3% | -116.6% | -98.3% |
| YTD | -99.5% | +36.2% | -135.7% | -98.6% |
| 1Y | -99.8% | +76.1% | -175.9% | -99.1% |
| 3Y | -100.0% | +102.5% | -202.5% | -99.9% |
| 5Y | -100.0% | +103.5% | -203.5% | -100.0% |
| 10Y | -100.0% | +619.2% | -719.2% | -100.0% |
| All | -100.0% | +402.4% | -502.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling