-91.6%
SOXS vs RRC
+44.7%
-136.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.5% | +12.3% | +10.3% |
| 7D | +46.7% | -6.8% | +53.4% | +51.1% |
| 30D | +97.0% | +34.7% | +62.2% | +57.3% |
| 3M | +39.5% | +31.5% | +8.0% | +13.2% |
| 6M | -54.9% | +21.8% | -76.7% | -62.2% |
| YTD | -90.4% | +48.9% | -139.2% | -91.8% |
| 1Y | -91.6% | +42.1% | -133.7% | -92.9% |
| All | -91.6% | +44.7% | -136.3% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling