+2,550.6%
SOXX vs RIG
-83.6%
+2,634.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +1.4% | -3.1% | +4.5% | +2.0% |
| 30D | -3.6% | -0.5% | -3.0% | -3.6% |
| 3M | -10.2% | -6.0% | -4.2% | -9.5% |
| 6M | +54.2% | -10.1% | +64.4% | +55.3% |
| YTD | +75.2% | +37.3% | +37.9% | +62.0% |
| 1Y | +107.5% | +73.9% | +33.6% | +82.5% |
| 3Y | +226.8% | -30.2% | +256.9% | +226.4% |
| 5Y | +251.2% | +62.5% | +188.8% | +176.7% |
| 10Y | +1,567.6% | -42.3% | +1,610.0% | +1,052.1% |
| All | +2,550.6% | -83.6% | +2,634.2% | +1,757.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling