-37.6%
RUN vs SOXQ
+232.9%
-270.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.9% |
| 7D | -3.7% | +0.8% | -4.5% | -4.2% |
| 30D | -13.0% | -4.6% | -8.4% | -10.6% |
| 3M | -31.8% | -10.2% | -21.6% | -28.3% |
| 6M | -32.2% | +49.7% | -81.9% | -49.9% |
| YTD | -53.5% | +67.2% | -120.7% | -68.1% |
| 1Y | -46.5% | +98.0% | -144.5% | -66.8% |
| 3Y | -37.6% | +237.2% | -274.8% | -80.6% |
| All | -37.6% | +232.9% | -270.5% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 3y: compounded portfolio wealth divided by compounded SOXQ 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…
3y analysis · Full analysis span regression · 6 months rolling