-100.0%
SOXS vs RL
+233.3%
-333.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -7.1% |
| 7D | -16.6% | -0.3% | -16.3% | -16.9% |
| 30D | -4.4% | -17.5% | +13.2% | -30.0% |
| 3M | -26.2% | -14.0% | -12.2% | -39.4% |
| 6M | -99.3% | -2.0% | -97.3% | -99.0% |
| YTD | -99.5% | -4.6% | -94.9% | -99.4% |
| 1Y | -99.8% | +9.5% | -109.3% | -99.6% |
| 3Y | -100.0% | +200.5% | -300.5% | -99.7% |
| 5Y | -100.0% | +226.3% | -326.3% | -99.9% |
| All | -100.0% | +233.3% | -333.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling