-100.0%
SOXS vs RNG
+305.9%
-405.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -2.4% |
| 7D | -16.6% | -4.1% | -12.5% | -19.1% |
| 30D | -4.4% | +8.6% | -13.0% | +0.6% |
| 3M | -26.2% | +78.0% | -104.2% | +2.4% |
| 6M | -99.3% | +67.0% | -166.3% | -99.3% |
| YTD | -99.5% | +142.4% | -242.0% | -99.4% |
| 1Y | -99.8% | +120.4% | -220.2% | -99.7% |
| 3Y | -100.0% | +122.1% | -222.1% | -100.0% |
| 5Y | -100.0% | -69.8% | -30.2% | -100.0% |
| 10Y | -100.0% | +223.4% | -323.4% | -100.0% |
| All | -100.0% | +305.9% | -405.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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