+2,621.4%
SOXX vs RNG
+301.7%
+2,319.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +1.4% | -6.1% | +7.5% | +2.8% |
| 30D | -3.6% | +9.6% | -13.2% | -5.8% |
| 3M | -10.2% | +83.3% | -93.5% | -23.8% |
| 6M | +54.2% | +77.9% | -23.7% | +29.5% |
| YTD | +75.2% | +139.9% | -64.7% | +32.5% |
| 1Y | +107.5% | +121.7% | -14.2% | +59.6% |
| 3Y | +226.8% | +121.9% | +104.9% | +139.2% |
| 5Y | +251.2% | -68.4% | +319.6% | +281.2% |
| 10Y | +1,567.6% | +220.0% | +1,347.6% | +873.6% |
| All | +2,621.4% | +301.7% | +2,319.8% | +1,382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling