-100.0%
SOXS vs RY
+590.6%
-690.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.7% | -9.5% | -11.8% |
| 7D | -7.0% | +3.1% | -10.1% | -0.4% |
| 30D | +2.8% | -0.3% | +3.1% | +2.7% |
| 3M | -9.8% | +8.7% | -18.5% | +13.4% |
| 6M | -99.2% | +28.5% | -127.7% | -98.3% |
| YTD | -99.5% | +25.1% | -124.6% | -99.0% |
| 1Y | -99.8% | +46.3% | -146.1% | -99.4% |
| 3Y | -100.0% | +154.9% | -254.9% | -99.7% |
| 5Y | -100.0% | +140.3% | -240.3% | -99.9% |
| 10Y | -100.0% | +377.0% | -477.0% | -100.0% |
| All | -100.0% | +590.6% | -690.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling