-91.6%
SOXS vs RRX
+30.0%
-121.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.6% | +12.4% | +2.7% |
| 7D | +46.7% | +7.6% | +39.0% | +68.7% |
| 30D | +97.0% | +7.5% | +89.4% | +137.4% |
| 3M | +39.5% | -21.0% | +60.6% | +5.7% |
| 6M | -54.9% | -18.1% | -36.8% | -49.5% |
| YTD | -90.4% | +24.3% | -114.7% | -80.7% |
| 1Y | -91.6% | +29.3% | -120.9% | -82.6% |
| All | -91.6% | +30.0% | -121.6% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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