-99.8%
SOXS vs RSP
+18.9%
-118.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.5% | -9.7% | -12.8% |
| 7D | -7.0% | -0.8% | -6.2% | -11.1% |
| 30D | +2.8% | -0.3% | +3.1% | +0.2% |
| 3M | -9.8% | +4.3% | -14.1% | +22.0% |
| 6M | -99.2% | +8.8% | -108.0% | -97.6% |
| YTD | -99.5% | +15.3% | -114.8% | -98.0% |
| 1Y | -99.8% | +18.3% | -118.1% | -99.0% |
| All | -99.8% | +18.9% | -118.7% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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