-99.9%
SOXS vs RY
+123.9%
-223.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.0% | +0.6% | -22.6% | -20.3% |
| 7D | +3.2% | -0.6% | +3.8% | +2.7% |
| 30D | +61.0% | +6.1% | +54.8% | +92.1% |
| 3M | +24.0% | -3.4% | +27.3% | +15.9% |
| 6M | -35.9% | +12.8% | -48.7% | -4.5% |
| YTD | -90.9% | +21.0% | -111.9% | -82.1% |
| 1Y | -91.5% | +40.5% | -131.9% | -74.7% |
| 3Y | -99.7% | +159.9% | -259.6% | -92.5% |
| 5Y | -99.9% | +125.0% | -224.9% | -98.4% |
| All | -99.9% | +123.9% | -223.9% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling