-81.4%
RUN vs SOXQ
+258.1%
-339.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -2.2% |
| 7D | -3.7% | +0.8% | -4.5% | -4.3% |
| 30D | -13.0% | -4.6% | -8.4% | -10.0% |
| 3M | -31.8% | -10.2% | -21.6% | -27.7% |
| 6M | -32.2% | +49.7% | -81.9% | -54.2% |
| YTD | -53.5% | +67.2% | -120.7% | -71.5% |
| 1Y | -46.5% | +98.0% | -144.5% | -71.6% |
| 3Y | -37.6% | +237.2% | -274.8% | -82.5% |
| All | -81.4% | +258.1% | -339.5% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling