-100.0%
SOXS vs RTX
+162.0%
-262.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.4% |
| 7D | -9.4% | -2.0% | -7.4% | -11.4% |
| 30D | +6.2% | -11.2% | +17.4% | -6.3% |
| 3M | -28.0% | +12.0% | -40.1% | -19.6% |
| 6M | -99.2% | -3.6% | -95.6% | -99.1% |
| YTD | -99.5% | +9.2% | -108.7% | -99.3% |
| 1Y | -99.7% | +29.7% | -129.5% | -99.6% |
| 3Y | -100.0% | +152.0% | -251.9% | -99.9% |
| 5Y | -100.0% | +165.8% | -265.8% | -100.0% |
| All | -100.0% | +162.0% | -262.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling