-99.8%
SOXS vs RUN
-46.2%
-53.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.4% | -9.7% | -10.5% |
| 7D | -7.0% | +1.3% | -8.2% | -6.2% |
| 30D | +2.8% | -15.3% | +18.0% | -5.9% |
| 3M | -9.8% | -40.0% | +30.2% | -25.7% |
| 6M | -99.2% | -27.0% | -72.2% | -99.2% |
| YTD | -99.5% | -51.7% | -47.8% | -99.5% |
| 1Y | -99.8% | -45.9% | -53.9% | -99.8% |
| All | -99.8% | -46.2% | -53.6% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling