-100.0%
SOXS vs RPRX
+116.7%
-216.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.0% | +11.1% | +7.6% |
| 7D | -9.4% | -8.0% | -1.4% | -10.7% |
| 30D | +6.2% | +2.1% | +4.1% | +6.7% |
| 3M | -28.0% | +8.2% | -36.2% | -27.0% |
| 6M | -99.2% | +28.9% | -128.1% | -99.2% |
| YTD | -99.5% | +54.1% | -153.6% | -99.4% |
| 1Y | -99.7% | +65.5% | -165.3% | -99.7% |
| All | -100.0% | +116.7% | -216.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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