+55.9%
SOXL vs UMAC
+2.9%
+53.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -10.9% | +2.1% | -4.3% |
| 7D | -37.9% | -26.0% | -11.8% | -28.7% |
| 30D | -59.4% | -40.3% | -19.1% | -48.9% |
| 3M | -52.3% | -51.1% | -1.2% | -37.5% |
| 6M | -47.7% | -5.6% | -42.0% | -45.1% |
| YTD | +58.8% | +2.3% | +56.5% | +39.1% |
| 1Y | +55.9% | +7.9% | +48.0% | +32.5% |
| All | +55.9% | +2.9% | +53.0% | +32.5% |
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