+357.4%
SOXL vs UMAC
+164.0%
+193.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.1% | +12.9% | +11.0% |
| 7D | +5.3% | -0.9% | +6.3% | +5.5% |
| 30D | -11.2% | -7.7% | -3.5% | -11.2% |
| 3M | -55.4% | -26.4% | -28.9% | -51.8% |
| 6M | +107.1% | +61.9% | +45.3% | +60.5% |
| YTD | +179.0% | +86.5% | +92.5% | +95.9% |
| 1Y | +357.4% | +156.3% | +201.1% | +226.3% |
| All | +357.4% | +164.0% | +193.4% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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