-100.0%
SOXS vs RVMD
+620.8%
-720.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.1% | +10.2% | +6.9% |
| 7D | -9.4% | -3.6% | -5.9% | -11.2% |
| 30D | +6.2% | -1.1% | +7.2% | +5.9% |
| 3M | -28.0% | +41.0% | -69.1% | -8.0% |
| 6M | -99.2% | +105.7% | -204.9% | -98.4% |
| YTD | -99.5% | +155.3% | -254.8% | -98.8% |
| 1Y | -99.7% | +402.7% | -502.5% | -99.1% |
| 3Y | -100.0% | +533.1% | -633.1% | -99.9% |
| 5Y | -100.0% | +583.5% | -683.5% | -100.0% |
| All | -100.0% | +620.8% | -720.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling