+113.9%
SOXX vs RNG
+144.7%
-30.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +3.3% |
| 7D | +2.2% | +5.8% | -3.6% | +2.5% |
| 30D | -2.0% | +19.6% | -21.7% | -1.0% |
| 3M | -13.7% | +67.0% | -80.7% | -10.3% |
| 6M | +52.4% | +88.4% | -36.0% | +57.0% |
| YTD | +72.8% | +155.5% | -82.7% | +73.6% |
| 1Y | +113.9% | +141.7% | -27.8% | +114.4% |
| All | +113.9% | +144.7% | -30.8% | +114.4% |
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