-34.2%
SOXX vs RAM
-82.2%
+48.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -32.5% | +20.3% | -2.6% |
| 7D | -23.0% | -49.5% | +26.5% | -7.5% |
| 30D | -32.9% | -63.2% | +30.4% | -13.0% |
| 3M | -25.4% | -58.5% | +33.1% | -8.4% |
| All | -34.2% | -82.2% | +48.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 6mo: compounded portfolio wealth divided by compounded RAM 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…
6mo analysis · Full analysis span regression · Available span rolling