-91.6%
SOXS vs RL
+34.3%
-126.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.5% | +4.3% | +13.4% |
| 7D | +46.7% | +5.8% | +40.9% | +54.9% |
| 30D | +97.0% | +12.7% | +84.2% | +122.9% |
| 3M | +39.5% | +9.3% | +30.2% | +51.9% |
| 6M | -54.9% | +16.9% | -71.9% | -44.2% |
| YTD | -90.4% | +17.5% | -107.9% | -86.4% |
| 1Y | -91.6% | +34.6% | -126.3% | -84.7% |
| All | -91.6% | +34.3% | -126.0% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling