+112.1%
SOXL vs RUN
-25.0%
+137.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.9% | -6.1% | -6.1% |
| 7D | +8.5% | -3.4% | +11.8% | +12.0% |
| 30D | -13.0% | -14.0% | +1.0% | +0.6% |
| 3M | -35.9% | -27.5% | -8.4% | -8.9% |
| 6M | +112.1% | -29.0% | +141.0% | +203.5% |
| All | +112.1% | -25.0% | +137.0% | +203.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling