-91.6%
SOXS vs RY
+46.4%
-138.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.0% | +5.7% | +16.4% |
| 7D | +46.7% | +2.5% | +44.2% | +54.9% |
| 30D | +97.0% | +8.4% | +88.5% | +141.9% |
| 3M | +39.5% | +1.2% | +38.3% | +42.8% |
| 6M | -54.9% | +19.4% | -74.3% | -20.6% |
| YTD | -90.4% | +25.4% | -115.8% | -77.0% |
| 1Y | -91.6% | +46.7% | -138.3% | -70.7% |
| All | -91.6% | +46.4% | -138.0% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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