+162.3%
SOXL vs UMC
+143.5%
+18.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.9% | +1.1% |
| 7D | +3.9% | +9.0% | -5.1% | -10.7% |
| 30D | -14.3% | +17.2% | -31.6% | -36.3% |
| 3M | -45.6% | +11.4% | -57.0% | -53.2% |
| 6M | +117.2% | +137.5% | -20.3% | -55.7% |
| YTD | +189.8% | +193.1% | -3.3% | -70.6% |
| 1Y | +317.7% | +240.3% | +77.4% | -68.8% |
| 3Y | +478.6% | +262.2% | +216.4% | -52.4% |
| All | +162.3% | +143.5% | +18.8% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling