-100.0%
SOXS vs RVTY
+489.0%
-589.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -8.8% |
| 7D | -15.6% | +0.4% | -16.0% | -15.3% |
| 30D | +4.8% | +10.8% | -6.1% | +24.4% |
| 3M | -21.6% | +26.8% | -48.4% | +15.6% |
| 6M | -99.3% | +39.3% | -138.7% | -98.8% |
| YTD | -99.5% | +31.6% | -131.1% | -99.2% |
| 1Y | -99.8% | +47.7% | -147.5% | -99.5% |
| 3Y | -100.0% | +19.9% | -119.9% | -100.0% |
| 5Y | -100.0% | -32.3% | -67.6% | -100.0% |
| 10Y | -100.0% | +138.4% | -238.4% | -100.0% |
| All | -100.0% | +489.0% | -589.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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