-100.0%
SOXS vs RRC
+4.9%
-104.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -6.3% |
| 7D | -4.7% | -1.8% | -3.0% | -5.6% |
| 30D | +7.7% | +2.7% | +5.1% | +8.7% |
| 3M | -10.2% | +8.8% | -19.0% | -8.1% |
| 6M | -99.2% | -1.2% | -98.0% | -99.4% |
| YTD | -99.5% | +17.6% | -117.1% | -99.6% |
| 1Y | -99.8% | +18.4% | -118.2% | -99.8% |
| 3Y | -100.0% | +33.1% | -133.1% | -100.0% |
| 5Y | -100.0% | +148.2% | -248.2% | -100.0% |
| All | -100.0% | +4.9% | -104.9% | -100.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling