-99.8%
SOXS vs RMBS
+16.3%
-116.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.3% | -11.5% | -8.3% |
| 7D | -7.0% | -0.3% | -6.6% | -7.0% |
| 30D | +2.8% | -12.2% | +15.0% | -10.4% |
| 3M | -9.8% | -49.5% | +39.7% | -44.8% |
| 6M | -99.2% | -7.1% | -92.0% | -96.6% |
| YTD | -99.5% | -7.0% | -92.5% | -97.6% |
| 1Y | -99.8% | +13.3% | -113.1% | -98.8% |
| All | -99.8% | +16.3% | -116.1% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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