-100.0%
SOXS vs UAL
+106.0%
-206.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +7.6% |
| 7D | -9.4% | -2.0% | -7.4% | -10.9% |
| 30D | +6.2% | -15.7% | +21.8% | -8.0% |
| 3M | -28.0% | +3.6% | -31.6% | -19.8% |
| 6M | -99.2% | +16.9% | -116.1% | -98.0% |
| YTD | -99.5% | -4.8% | -94.7% | -98.9% |
| 1Y | -99.7% | -0.9% | -98.8% | -99.4% |
| 3Y | -100.0% | +124.5% | -224.5% | -99.9% |
| 5Y | -100.0% | +140.2% | -240.2% | -100.0% |
| All | -100.0% | +106.0% | -206.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UAL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling