-28.0%
SOXS vs RIOT
-15.3%
-12.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.1% | +13.2% | +2.5% |
| 7D | -9.4% | -0.9% | -8.5% | -9.5% |
| 30D | +6.2% | +3.5% | +2.6% | +12.8% |
| 3M | -28.0% | -13.0% | -15.0% | -29.1% |
| All | -28.0% | -15.3% | -12.8% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 3mo: compounded portfolio wealth divided by compounded RIOT 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…
3mo analysis · Full analysis span regression · Available span rolling