-100.0%
SOXS vs UAL
+80.6%
-180.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.7% | +12.8% | +9.5% |
| 7D | -28.4% | -3.0% | -25.4% | -29.3% |
| 30D | +19.4% | +10.5% | +9.0% | +34.4% |
| 3M | +28.2% | -13.5% | +41.6% | +20.6% |
| 6M | -37.7% | +14.2% | -51.9% | -18.3% |
| YTD | -91.6% | -2.2% | -89.4% | -89.2% |
| 1Y | -93.1% | +12.5% | -105.6% | -89.7% |
| 3Y | -99.7% | +186.8% | -286.5% | -98.4% |
| 5Y | -99.9% | +119.4% | -219.3% | -99.5% |
| All | -100.0% | +80.6% | -180.6% | -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