+2,550.6%
SOXX vs RSG
+2,493.1%
+57.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -3.6% | +4.0% | -7.5% | -5.6% |
| 3M | -10.2% | +7.4% | -17.5% | -14.6% |
| 6M | +54.2% | +0.1% | +54.1% | +50.4% |
| YTD | +75.2% | +6.0% | +69.2% | +65.0% |
| 1Y | +107.5% | -3.0% | +110.5% | +103.8% |
| 3Y | +226.8% | +56.5% | +170.3% | +140.5% |
| 5Y | +251.2% | +90.9% | +160.3% | +128.1% |
| 10Y | +1,567.6% | +428.7% | +1,138.9% | +510.8% |
| All | +2,550.6% | +2,493.1% | +57.5% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling