-91.6%
SOXS vs RVMD
+244.4%
-336.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +5.9% | +9.8% |
| 7D | +46.7% | +5.8% | +40.8% | +49.8% |
| 30D | +97.0% | -3.8% | +100.8% | +96.1% |
| 3M | +39.5% | +3.2% | +36.3% | +42.7% |
| 6M | -54.9% | +35.0% | -90.0% | -49.1% |
| YTD | -90.4% | +150.7% | -241.1% | -88.0% |
| 1Y | -91.6% | +241.0% | -332.6% | -85.7% |
| All | -91.6% | +244.4% | -336.0% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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