+200.3%
SOXL vs UMAC
+488.3%
-287.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.2% | -4.8% | -7.5% |
| 7D | +8.5% | -4.0% | +12.4% | +9.1% |
| 30D | -13.0% | -9.4% | -3.6% | -12.3% |
| 3M | -35.9% | +3.0% | -38.9% | -36.3% |
| 6M | +112.1% | +27.2% | +84.9% | +99.5% |
| YTD | +175.4% | +84.7% | +90.7% | +144.4% |
| 1Y | +304.9% | +136.5% | +168.4% | +247.4% |
| All | +200.3% | +488.3% | -287.9% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling