+30.0%
SOXX vs RNG
+173.4%
-143.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.7% | -7.5% | -12.3% |
| 7D | -23.0% | -11.2% | -11.8% | -23.4% |
| 30D | -32.9% | -3.8% | -29.1% | -32.9% |
| 3M | -25.4% | +21.1% | -46.5% | -23.8% |
| 6M | -17.9% | +56.2% | -74.2% | -12.9% |
| YTD | +31.6% | +158.8% | -127.1% | +37.7% |
| 1Y | +30.0% | +173.6% | -143.7% | +28.8% |
| All | +30.0% | +173.4% | -143.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling