-100.0%
SOXS vs RSP
+50.2%
-150.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -6.5% |
| 7D | -16.6% | -1.8% | -14.8% | -24.3% |
| 30D | -4.4% | -2.5% | -1.8% | -16.5% |
| 3M | -26.2% | +3.0% | -29.2% | -12.3% |
| 6M | -99.3% | +8.9% | -108.2% | -98.2% |
| YTD | -99.5% | +13.0% | -112.5% | -98.6% |
| 1Y | -99.8% | +16.2% | -116.0% | -99.2% |
| 3Y | -100.0% | +52.7% | -152.7% | -99.6% |
| 5Y | -100.0% | +50.5% | -150.5% | -99.8% |
| All | -100.0% | +50.2% | -150.2% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling