-100.0%
SOXS vs RSP
+209.2%
-309.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +5.4% |
| 7D | -9.4% | -3.1% | -6.3% | -20.6% |
| 30D | +6.2% | -3.4% | +9.6% | -8.3% |
| 3M | -28.0% | +3.6% | -31.6% | -14.8% |
| 6M | -99.2% | +9.0% | -108.2% | -98.2% |
| YTD | -99.5% | +12.2% | -111.7% | -98.7% |
| 1Y | -99.7% | +15.6% | -115.3% | -99.3% |
| 3Y | -100.0% | +51.6% | -151.6% | -99.7% |
| 5Y | -100.0% | +50.4% | -150.4% | -99.9% |
| All | -100.0% | +209.2% | -309.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling