-100.0%
SOXS vs RL
+308.3%
-408.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.5% |
| 7D | -9.4% | -2.2% | -7.2% | -11.7% |
| 30D | +6.2% | -15.3% | +21.5% | -13.4% |
| 3M | -28.0% | -10.3% | -17.7% | -34.7% |
| 6M | -99.2% | -2.2% | -96.9% | -98.9% |
| YTD | -99.5% | -4.3% | -95.2% | -99.3% |
| 1Y | -99.7% | +8.9% | -108.6% | -99.6% |
| 3Y | -100.0% | +201.4% | -301.4% | -99.9% |
| 5Y | -100.0% | +230.6% | -330.6% | -100.0% |
| All | -100.0% | +308.3% | -408.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling