+1,537.1%
SOXX vs RUN
+42.2%
+1,494.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +1.4% | -3.7% | +5.1% | +2.0% |
| 30D | -3.6% | -13.0% | +9.4% | -1.4% |
| 3M | -10.2% | -31.8% | +21.6% | -4.6% |
| 6M | +54.2% | -32.2% | +86.5% | +63.3% |
| YTD | +75.2% | -53.5% | +128.7% | +92.8% |
| 1Y | +107.5% | -46.5% | +154.0% | +120.9% |
| 3Y | +226.8% | -37.6% | +264.4% | +174.5% |
| 5Y | +251.2% | -80.9% | +332.1% | +242.5% |
| All | +1,537.1% | +42.2% | +1,494.9% | +811.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling