+1,445.1%
SOXX vs RVTY
+153.9%
+1,291.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.4% | -9.0% | -7.4% |
| 7D | -4.3% | -1.3% | -3.0% | -3.8% |
| 30D | -9.6% | +10.0% | -19.6% | -14.5% |
| 3M | -16.5% | +29.0% | -45.5% | -28.3% |
| 6M | +50.3% | +50.4% | -0.1% | +17.6% |
| YTD | +65.3% | +33.1% | +32.3% | +37.1% |
| 1Y | +95.5% | +55.5% | +40.0% | +47.3% |
| 3Y | +207.2% | +14.9% | +192.3% | +161.5% |
| 5Y | +228.3% | -29.1% | +257.4% | +270.7% |
| 10Y | +1,445.1% | +154.6% | +1,290.5% | +682.7% |
| All | +1,445.1% | +153.9% | +1,291.2% | +682.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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