-100.0%
SOXS vs RMBS
+566.4%
-666.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -2.5% |
| 7D | -4.7% | +1.8% | -6.5% | -1.4% |
| 30D | +7.7% | -13.9% | +21.6% | -12.0% |
| 3M | -10.2% | -39.8% | +29.6% | -43.5% |
| 6M | -99.2% | -6.0% | -93.2% | -95.0% |
| YTD | -99.5% | -5.4% | -94.2% | -96.6% |
| 1Y | -99.8% | -1.8% | -97.9% | -97.8% |
| 3Y | -100.0% | +53.7% | -153.6% | -98.7% |
| 5Y | -100.0% | +268.5% | -368.5% | -96.7% |
| All | -100.0% | +566.4% | -666.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling