-91.6%
SOXS vs RTX
+14.1%
-105.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.6% | +11.4% | +9.1% |
| 7D | +46.7% | +1.3% | +45.3% | +46.2% |
| 30D | +97.0% | +7.6% | +89.3% | +95.4% |
| 3M | +39.5% | -8.6% | +48.2% | +36.7% |
| 6M | -54.9% | +15.6% | -70.6% | -50.3% |
| YTD | -90.4% | +9.4% | -99.8% | -89.3% |
| 1Y | -91.6% | +14.7% | -106.3% | -90.2% |
| All | -91.6% | +14.1% | -105.7% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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