-22.3%
RUN vs SOXQ
+61.4%
-83.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -4.9% | -4.8% |
| 7D | -1.8% | +5.2% | -7.0% | -4.6% |
| 30D | -10.8% | -0.5% | -10.3% | -10.7% |
| 3M | -30.2% | -5.6% | -24.5% | -29.5% |
| 6M | -22.3% | +53.0% | -75.4% | -53.6% |
| All | -22.3% | +61.4% | -83.7% | -53.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling