+4,836.9%
SOXX vs RSP
+1,115.0%
+3,721.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +1.8% |
| 7D | +6.1% | -1.8% | +7.9% | +8.3% |
| 30D | +0.5% | -2.5% | +3.0% | +3.4% |
| 3M | -5.3% | +3.0% | -8.3% | -8.5% |
| 6M | +58.3% | +8.9% | +49.4% | +44.3% |
| YTD | +76.8% | +13.0% | +63.9% | +54.7% |
| 1Y | +114.6% | +16.2% | +98.4% | +82.1% |
| 3Y | +229.6% | +52.7% | +176.9% | +111.0% |
| 5Y | +257.3% | +50.5% | +206.9% | +141.2% |
| 10Y | +1,583.2% | +209.8% | +1,373.4% | +432.3% |
| All | +4,836.9% | +1,115.0% | +3,721.9% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling