+1,537.1%
SOXX vs RSP
+211.6%
+1,325.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.8% |
| 7D | +1.4% | -1.9% | +3.3% | +3.9% |
| 30D | -3.6% | -2.8% | -0.8% | 0.0% |
| 3M | -10.2% | +2.8% | -13.0% | -13.6% |
| 6M | +54.2% | +10.2% | +44.0% | +36.5% |
| YTD | +75.2% | +13.1% | +62.1% | +50.2% |
| 1Y | +107.5% | +14.8% | +92.7% | +74.9% |
| 3Y | +226.8% | +52.6% | +174.2% | +96.9% |
| 5Y | +251.2% | +51.6% | +199.6% | +121.0% |
| All | +1,537.1% | +211.6% | +1,325.5% | +382.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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