-100.0%
SOXS vs RPRX
+57.8%
-157.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -16.6% | -4.0% | -12.6% | -19.0% |
| 30D | -4.4% | +4.9% | -9.3% | -1.1% |
| 3M | -26.2% | +9.4% | -35.6% | -22.6% |
| 6M | -99.3% | +33.3% | -132.6% | -99.2% |
| YTD | -99.5% | +59.0% | -158.5% | -99.4% |
| 1Y | -99.8% | +69.2% | -169.0% | -99.7% |
| 3Y | -100.0% | +124.1% | -224.1% | -100.0% |
| 5Y | -100.0% | +77.9% | -177.9% | -100.0% |
| All | -100.0% | +57.8% | -157.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling