+1,537.1%
SOXX vs RIG
-41.2%
+1,578.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +1.4% | -3.1% | +4.5% | +1.8% |
| 30D | -3.6% | -0.5% | -3.0% | -3.6% |
| 3M | -10.2% | -6.0% | -4.2% | -9.7% |
| 6M | +54.2% | -10.1% | +64.4% | +55.1% |
| YTD | +75.2% | +37.3% | +37.9% | +65.6% |
| 1Y | +107.5% | +73.9% | +33.6% | +89.3% |
| 3Y | +226.8% | -30.2% | +256.9% | +224.4% |
| 5Y | +251.2% | +62.5% | +188.8% | +200.6% |
| All | +1,537.1% | -41.2% | +1,578.3% | +1,210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling