-100.0%
SOXS vs RY
+351.1%
-451.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.2% | +11.2% | +10.7% |
| 7D | -28.4% | +0.6% | -29.0% | -26.4% |
| 30D | +19.4% | +5.0% | +14.4% | +38.6% |
| 3M | +28.2% | -5.3% | +33.5% | +15.5% |
| 6M | -37.7% | +13.8% | -51.5% | -6.0% |
| YTD | -91.6% | +21.0% | -112.6% | -84.2% |
| 1Y | -93.1% | +40.5% | -133.6% | -80.7% |
| 3Y | -99.7% | +159.7% | -259.4% | -94.7% |
| 5Y | -99.9% | +124.3% | -224.3% | -98.6% |
| All | -100.0% | +351.1% | -451.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling