-91.6%
SOXS vs RSG
+19.5%
-111.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.7% | +4.9% |
| 7D | +46.7% | +5.1% | +41.5% | +25.2% |
| 30D | +97.0% | +15.3% | +81.7% | +25.7% |
| 3M | +39.5% | +18.6% | +21.0% | -18.1% |
| 6M | -54.9% | +19.5% | -74.5% | -68.8% |
| YTD | -90.4% | +17.2% | -107.6% | -93.1% |
| 1Y | -91.6% | +19.6% | -111.2% | -94.3% |
| All | -91.6% | +19.5% | -111.2% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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