-100.0%
SOXS vs RRX
+17.8%
-117.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.7% | -9.2% | +0.5% |
| 7D | -4.7% | -0.3% | -4.4% | -4.9% |
| 30D | +7.7% | -6.1% | +13.9% | -1.5% |
| 3M | -10.2% | -23.1% | +12.9% | -28.2% |
| 6M | -99.2% | -19.5% | -79.7% | -98.2% |
| YTD | -99.5% | +16.1% | -115.6% | -97.9% |
| 1Y | -99.8% | +12.9% | -112.7% | -98.9% |
| 3Y | -100.0% | +7.9% | -107.9% | -99.9% |
| All | -100.0% | +17.8% | -117.8% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling