+2,575.4%
SOXX vs RBA
+2,648.2%
-72.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +6.1% | -1.9% | +8.0% | +6.8% |
| 30D | +0.5% | -13.0% | +13.5% | +5.2% |
| 3M | -5.3% | -23.1% | +17.8% | +2.8% |
| 6M | +58.3% | -22.6% | +80.9% | +71.3% |
| YTD | +76.8% | -20.4% | +97.2% | +88.6% |
| 1Y | +114.6% | -29.6% | +144.2% | +138.4% |
| 3Y | +229.6% | +26.6% | +203.1% | +194.3% |
| 5Y | +257.3% | +38.2% | +219.2% | +201.3% |
| 10Y | +1,583.2% | +194.7% | +1,388.5% | +951.7% |
| All | +2,575.4% | +2,648.2% | -72.8% | +553.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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