-100.0%
SOXS vs RSP
+598.8%
-698.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +11.8% |
| 7D | -28.4% | +2.4% | -30.8% | -19.8% |
| 30D | +19.4% | +4.3% | +15.1% | +45.5% |
| 3M | +28.2% | -0.3% | +28.5% | +31.3% |
| 6M | -37.7% | +9.8% | -47.5% | -1.7% |
| YTD | -91.6% | +16.8% | -108.5% | -81.5% |
| 1Y | -93.1% | +19.5% | -112.6% | -83.0% |
| 3Y | -99.7% | +65.1% | -164.9% | -95.2% |
| 5Y | -99.9% | +48.7% | -148.6% | -98.1% |
| 10Y | -100.0% | +213.6% | -313.6% | -99.9% |
| All | -100.0% | +598.8% | -698.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling