-100.0%
SOXS vs RY
+159.6%
-259.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -6.8% |
| 7D | -15.6% | +2.7% | -18.3% | -10.1% |
| 30D | +4.8% | -1.0% | +5.7% | +2.7% |
| 3M | -21.6% | +7.6% | -29.3% | -2.3% |
| 6M | -99.3% | +29.5% | -128.8% | -98.5% |
| YTD | -99.5% | +24.2% | -123.7% | -99.0% |
| 1Y | -99.8% | +46.4% | -146.2% | -99.3% |
| 3Y | -100.0% | +159.4% | -259.4% | -99.8% |
| All | -100.0% | +159.6% | -259.5% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling