+317.7%
SOXL vs UMAC
+129.0%
+188.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.7% | +6.1% |
| 7D | +3.9% | -3.4% | +7.3% | +5.0% |
| 30D | -14.3% | -15.1% | +0.8% | -11.5% |
| 3M | -45.6% | -10.8% | -34.8% | -45.3% |
| 6M | +117.2% | +15.7% | +101.5% | +90.2% |
| YTD | +189.8% | +80.1% | +109.7% | +105.6% |
| 1Y | +317.7% | +116.7% | +201.0% | +206.2% |
| All | +317.7% | +129.0% | +188.7% | +206.2% |
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