+2,550.6%
SOXX vs RVTY
+475.5%
+2,075.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.9% |
| 6M | +54.2% | +38.9% | +15.4% | +30.7% |
| YTD | +75.2% | +28.7% | +46.5% | +52.7% |
| 1Y | +107.5% | +45.5% | +62.0% | +70.1% |
| 3Y | +226.8% | +16.4% | +210.4% | +186.2% |
| 5Y | +251.2% | -32.7% | +284.0% | +291.2% |
| 10Y | +1,567.6% | +142.5% | +1,425.1% | +947.2% |
| All | +2,550.6% | +475.5% | +2,075.1% | +854.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling