+247.9%
SOXX vs RVTY
-33.1%
+281.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.6% |
| 7D | +1.4% | -4.5% | +5.9% | +3.5% |
| 30D | -3.6% | +5.5% | -9.0% | -6.1% |
| 3M | -10.2% | +22.5% | -32.7% | -19.2% |
| 6M | +54.2% | +38.9% | +15.4% | +29.7% |
| YTD | +75.2% | +28.7% | +46.5% | +51.5% |
| 1Y | +107.5% | +45.5% | +62.0% | +67.7% |
| 3Y | +226.8% | +16.4% | +210.4% | +183.7% |
| All | +247.9% | -33.1% | +281.0% | +301.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling