-100.0%
SOXS vs UAL
+83.8%
-183.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | -4.4% |
| 7D | -43.7% | +0.7% | -44.4% | -42.5% |
| 30D | +22.2% | +7.8% | +14.4% | +35.0% |
| 3M | +13.0% | -11.1% | +24.1% | +8.7% |
| 6M | -47.7% | +16.1% | -63.8% | -30.5% |
| YTD | -92.5% | -0.5% | -92.0% | -90.1% |
| 1Y | -93.1% | +11.3% | -104.4% | -89.9% |
| 3Y | -99.7% | +192.8% | -292.6% | -98.5% |
| 5Y | -99.9% | +123.3% | -223.2% | -99.5% |
| All | -100.0% | +83.8% | -183.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling