+30.8%
SOXX vs RSG
+21.1%
+9.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | +1.6% | -72.3% | -68.8% |
| 7D | -23.0% | +5.6% | -28.6% | -14.3% |
| 30D | -32.9% | +16.1% | -49.0% | -15.7% |
| 3M | -25.3% | +20.5% | -45.8% | -1.9% |
| 6M | -17.8% | +22.7% | -40.4% | +10.9% |
| YTD | +32.1% | +18.7% | +13.4% | +75.8% |
| 1Y | +30.8% | +21.9% | +8.9% | +78.3% |
| All | +30.8% | +21.1% | +9.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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