-100.0%
SOXS vs UAL
+127.4%
-227.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -8.0% |
| 7D | -15.6% | +3.5% | -19.0% | -12.2% |
| 30D | +4.8% | -16.5% | +21.2% | -13.4% |
| 3M | -21.6% | +2.8% | -24.4% | -11.2% |
| 6M | -99.3% | +17.6% | -116.9% | -98.0% |
| YTD | -99.5% | -3.2% | -96.3% | -98.8% |
| 1Y | -99.8% | +0.4% | -100.2% | -99.4% |
| 3Y | -100.0% | +128.2% | -228.1% | -99.8% |
| All | -100.0% | +127.4% | -227.4% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling