+1,537.1%
SOXX vs RRX
+228.4%
+1,308.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | -0.1% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -3.6% | -6.1% | +2.6% | -0.3% |
| 3M | -10.2% | -23.1% | +12.9% | +2.8% |
| 6M | +54.2% | -19.5% | +73.8% | +71.4% |
| YTD | +75.2% | +16.1% | +59.1% | +58.2% |
| 1Y | +107.5% | +12.9% | +94.6% | +88.7% |
| 3Y | +226.8% | +7.9% | +218.8% | +186.7% |
| 5Y | +251.2% | +19.1% | +232.1% | +184.1% |
| All | +1,537.1% | +228.4% | +1,308.7% | +663.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling