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  • SOXL vs RUN✓SelectedUSD · RUNSOXL vs RUN performance historyLatest closeAs of+2.11%09/09
Stock and ETF performance explorer

SOXL vs RUN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,753.0%
RUN return
-32.6%
Excess return
+7,785.6%
Maximum drawdown
-90.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRUNExcessAlpha
1D+2.1%-4.6%+6.7%+4.3%
7D+18.4%-1.8%+20.1%+19.2%
30D-3.2%-10.8%+7.7%+1.9%
3M-37.6%-30.2%-7.4%-24.8%
6M+136.1%-22.3%+158.4%+175.7%
YTD+199.5%-52.2%+251.7%+307.7%
1Y+363.2%-45.1%+408.3%+489.3%
3Y+496.5%-37.1%+533.6%+299.5%
5Y+184.8%-80.3%+265.1%+233.7%
10Y+5,399.0%+45.2%+5,353.8%+2,633.2%
All+7,753.0%-32.6%+7,785.6%+4,195.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling