+2,575.4%
SOXX vs RL
+1,644.6%
+930.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +2.0% |
| 7D | +6.1% | -0.3% | +6.4% | +6.2% |
| 30D | +0.5% | -17.5% | +18.0% | +8.4% |
| 3M | -5.3% | -14.0% | +8.7% | +0.3% |
| 6M | +58.3% | -2.0% | +60.3% | +57.9% |
| YTD | +76.8% | -4.6% | +81.4% | +78.0% |
| 1Y | +114.6% | +9.5% | +105.1% | +103.8% |
| 3Y | +229.6% | +200.5% | +29.2% | +105.4% |
| 5Y | +257.3% | +226.3% | +31.1% | +112.0% |
| 10Y | +1,583.2% | +304.8% | +1,278.5% | +713.1% |
| All | +2,575.4% | +1,644.6% | +930.8% | +374.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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