-100.0%
SOXS vs RUN
-32.6%
-67.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.6% | -4.1% |
| 7D | -16.6% | -1.8% | -14.8% | -17.2% |
| 30D | -4.4% | -10.8% | +6.5% | -8.8% |
| 3M | -26.2% | -30.2% | +3.9% | -33.4% |
| 6M | -99.3% | -22.3% | -76.9% | -99.2% |
| YTD | -99.5% | -52.2% | -47.4% | -99.6% |
| 1Y | -99.8% | -45.1% | -54.7% | -99.8% |
| 3Y | -100.0% | -37.1% | -62.9% | -100.0% |
| 5Y | -100.0% | -80.3% | -19.7% | -100.0% |
| 10Y | -100.0% | +45.2% | -145.2% | -100.0% |
| All | -100.0% | -32.6% | -67.4% | -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 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