-100.0%
SOXS vs RRC
-10.8%
-89.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.9% | -9.3% | -10.6% |
| 7D | -7.0% | +1.3% | -8.3% | -6.5% |
| 30D | +2.8% | +10.1% | -7.3% | +7.4% |
| 3M | -9.8% | +4.0% | -13.8% | -9.7% |
| 6M | -99.2% | +1.6% | -100.8% | -99.4% |
| YTD | -99.5% | +19.7% | -119.2% | -99.6% |
| 1Y | -99.8% | +21.4% | -121.2% | -99.8% |
| 3Y | -100.0% | +29.7% | -129.6% | -100.0% |
| 5Y | -100.0% | +153.9% | -253.9% | -100.0% |
| 10Y | -100.0% | +10.8% | -110.8% | -100.0% |
| All | -100.0% | -10.8% | -89.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling