-100.0%
SOXS vs UAL
+136.8%
-236.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -3.1% |
| 7D | -16.6% | -1.1% | -15.4% | -17.6% |
| 30D | -4.4% | -13.4% | +9.1% | -18.4% |
| 3M | -26.2% | -2.3% | -23.9% | -20.6% |
| 6M | -99.3% | +13.3% | -112.6% | -97.8% |
| YTD | -99.5% | -4.2% | -95.3% | -98.8% |
| 1Y | -99.8% | +1.4% | -101.2% | -99.4% |
| 3Y | -100.0% | +125.8% | -225.8% | -99.8% |
| 5Y | -100.0% | +130.0% | -230.0% | -99.9% |
| All | -100.0% | +136.8% | -236.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling