-100.0%
SOXS vs RMBS
+282.9%
-382.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -0.9% |
| 7D | -16.6% | +3.5% | -20.0% | -12.8% |
| 30D | -4.4% | -8.6% | +4.2% | -11.1% |
| 3M | -26.2% | -40.3% | +14.1% | -45.2% |
| 6M | -99.3% | -1.0% | -98.3% | -96.3% |
| YTD | -99.5% | -4.6% | -94.9% | -97.5% |
| 1Y | -99.8% | +17.6% | -117.4% | -98.2% |
| 3Y | -100.0% | +58.6% | -158.6% | -99.4% |
| 5Y | -100.0% | +270.9% | -370.9% | -99.5% |
| 10Y | -100.0% | +569.1% | -669.1% | -100.0% |
| All | -100.0% | +282.9% | -382.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling