-100.0%
SOXS vs RRC
+6.8%
-106.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.2% |
| 7D | -9.4% | -1.2% | -8.3% | -10.0% |
| 30D | +6.2% | +3.0% | +3.2% | +7.2% |
| 3M | -28.0% | +7.3% | -35.3% | -27.2% |
| 6M | -99.2% | +3.6% | -102.7% | -99.4% |
| YTD | -99.5% | +19.4% | -118.9% | -99.6% |
| 1Y | -99.7% | +21.4% | -121.2% | -99.8% |
| 3Y | -100.0% | +32.8% | -132.7% | -100.0% |
| 5Y | -100.0% | +152.6% | -252.6% | -100.0% |
| All | -100.0% | +6.8% | -106.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling