+4,921.3%
SOXL vs RUN
+42.2%
+4,879.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.6% |
| 7D | +3.9% | -3.7% | +7.6% | +5.8% |
| 30D | -14.3% | -13.0% | -1.3% | -8.3% |
| 3M | -45.6% | -31.8% | -13.8% | -33.2% |
| 6M | +117.2% | -32.2% | +149.4% | +174.1% |
| YTD | +189.8% | -53.5% | +243.3% | +307.8% |
| 1Y | +317.7% | -46.5% | +364.3% | +445.2% |
| 3Y | +478.6% | -37.6% | +516.2% | +257.3% |
| 5Y | +169.5% | -80.9% | +250.4% | +213.0% |
| All | +4,921.3% | +42.2% | +4,879.1% | +1,432.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling