-100.0%
SOXS vs RUN
-39.0%
-61.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.8% |
| 7D | -4.7% | -3.7% | -1.0% | -5.8% |
| 30D | +7.7% | -13.0% | +20.7% | +3.7% |
| 3M | -10.2% | -31.8% | +21.6% | -17.0% |
| 6M | -99.2% | -32.2% | -67.0% | -99.2% |
| YTD | -99.5% | -53.5% | -46.0% | -99.6% |
| 1Y | -99.8% | -46.5% | -53.2% | -99.8% |
| 3Y | -100.0% | -37.6% | -62.4% | -100.0% |
| All | -100.0% | -39.0% | -61.0% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling