+113.9%
SOXX vs RVMD
+430.6%
-316.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +2.2% | +1.0% | +1.2% | +2.1% |
| 30D | -2.0% | +6.4% | -8.5% | -2.7% |
| 3M | -13.7% | +34.9% | -48.6% | -16.2% |
| 6M | +52.4% | +107.6% | -55.2% | +42.8% |
| YTD | +72.8% | +163.7% | -90.9% | +59.8% |
| 1Y | +113.9% | +439.2% | -325.3% | +84.4% |
| All | +113.9% | +430.6% | -316.7% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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