-100.0%
SOXS vs RMD
+50.8%
-150.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +8.0% |
| 7D | -9.4% | -4.2% | -5.2% | -11.8% |
| 30D | +6.2% | -2.1% | +8.2% | +4.6% |
| 3M | -28.0% | +13.8% | -41.8% | -23.6% |
| 6M | -99.2% | -10.6% | -88.6% | -99.3% |
| YTD | -99.5% | -8.1% | -91.4% | -99.6% |
| 1Y | -99.7% | -18.0% | -81.8% | -99.8% |
| All | -100.0% | +50.8% | -150.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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