-100.0%
SOXS vs RJF
+104.0%
-204.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.6% |
| 7D | -4.7% | -2.7% | -2.0% | -9.1% |
| 30D | +7.7% | -4.3% | +12.0% | -0.9% |
| 3M | -10.2% | +15.7% | -25.9% | +11.0% |
| 6M | -99.2% | +17.8% | -117.0% | -98.8% |
| YTD | -99.5% | +9.2% | -108.7% | -99.4% |
| 1Y | -99.8% | +2.8% | -102.5% | -99.7% |
| 3Y | -100.0% | +69.5% | -169.4% | -99.9% |
| All | -100.0% | +104.0% | -204.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling