+1,885.9%
SOXX vs RUN
-33.9%
+1,919.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.4% |
| 7D | +3.0% | -3.4% | +6.4% | +3.6% |
| 30D | -3.1% | -14.0% | +10.8% | -1.0% |
| 3M | -4.4% | -27.5% | +23.1% | +0.2% |
| 6M | +52.9% | -29.0% | +81.9% | +60.1% |
| YTD | +72.0% | -53.1% | +125.1% | +87.8% |
| 1Y | +105.1% | -46.7% | +151.8% | +117.7% |
| 3Y | +220.6% | -38.3% | +258.9% | +175.7% |
| 5Y | +244.8% | -80.7% | +325.5% | +236.3% |
| 10Y | +1,537.1% | +42.4% | +1,494.7% | +989.0% |
| All | +1,885.9% | -33.9% | +1,919.8% | +1,258.7% |
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