-100.0%
SOXS vs RL
+209.2%
-309.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -6.5% |
| 7D | -15.6% | +1.9% | -17.5% | -13.1% |
| 30D | +4.8% | -12.2% | +17.0% | -14.3% |
| 3M | -21.6% | -6.6% | -15.0% | -26.3% |
| 6M | -99.3% | +3.2% | -102.5% | -99.0% |
| YTD | -99.5% | -1.3% | -98.2% | -99.3% |
| 1Y | -99.8% | +13.6% | -113.4% | -99.6% |
| All | -100.0% | +209.2% | -309.2% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling