-100.0%
SOXS vs RIOT
+980.6%
-1,080.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -4.2% |
| 7D | -15.6% | +25.1% | -40.7% | -8.6% |
| 30D | +4.8% | +8.5% | -3.7% | +9.7% |
| 3M | -21.6% | -13.4% | -8.3% | -16.5% |
| 6M | -99.3% | +57.1% | -156.5% | -98.7% |
| YTD | -99.5% | +75.7% | -175.2% | -99.0% |
| 1Y | -99.8% | +65.6% | -165.4% | -99.5% |
| 3Y | -100.0% | +103.3% | -203.3% | -99.9% |
| 5Y | -100.0% | -26.7% | -73.3% | -100.0% |
| 10Y | -100.0% | +527.2% | -627.2% | -100.0% |
| All | -100.0% | +980.6% | -1,080.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling