-100.0%
SOXS vs RY
+372.5%
-472.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -4.6% |
| 7D | -16.6% | -0.5% | -16.1% | -18.0% |
| 30D | -4.4% | -1.9% | -2.5% | -8.5% |
| 3M | -26.2% | +5.1% | -31.4% | -13.3% |
| 6M | -99.3% | +28.2% | -127.4% | -98.4% |
| YTD | -99.5% | +22.9% | -122.4% | -99.1% |
| 1Y | -99.8% | +45.5% | -145.3% | -99.3% |
| 3Y | -100.0% | +156.7% | -256.7% | -99.7% |
| 5Y | -100.0% | +137.7% | -237.7% | -99.9% |
| 10Y | -100.0% | +375.5% | -475.5% | -100.0% |
| All | -100.0% | +372.5% | -472.5% | -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