+2,502.1%
SOXX vs RRC
+1,323.3%
+1,178.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.8% |
| 7D | +3.0% | -1.2% | +4.2% | +3.3% |
| 30D | -3.1% | +3.0% | -6.1% | -3.8% |
| 3M | -4.4% | +7.3% | -11.7% | -6.3% |
| 6M | +52.9% | +3.6% | +49.3% | +50.4% |
| YTD | +72.0% | +19.4% | +52.6% | +63.8% |
| 1Y | +105.1% | +21.4% | +83.7% | +94.0% |
| 3Y | +220.6% | +32.8% | +187.8% | +195.0% |
| 5Y | +244.8% | +152.0% | +92.8% | +165.1% |
| 10Y | +1,537.1% | +5.9% | +1,531.3% | +1,165.2% |
| All | +2,502.1% | +1,323.3% | +1,178.8% | +719.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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