+35.7%
SOXS vs RSP
+3.5%
+32.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +12.3% |
| 7D | -28.4% | +2.4% | -30.8% | -14.0% |
| 30D | +19.4% | +4.3% | +15.1% | +62.7% |
| All | +35.7% | +3.5% | +32.2% | +79.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling