+478.6%
SOXL vs UMC
+261.2%
+217.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.9% | +1.7% |
| 7D | +3.9% | +9.0% | -5.1% | -8.6% |
| 30D | -14.3% | +17.2% | -31.6% | -33.2% |
| 3M | -45.6% | +11.4% | -57.0% | -50.4% |
| 6M | +117.2% | +137.5% | -20.3% | -37.5% |
| YTD | +189.8% | +193.1% | -3.3% | -55.7% |
| 1Y | +317.7% | +240.3% | +77.4% | -52.5% |
| 3Y | +478.6% | +262.2% | +216.4% | -25.3% |
| All | +478.6% | +261.2% | +217.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 3y: compounded portfolio wealth divided by compounded UMC 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…
3y analysis · Full analysis span regression · 6 months rolling