-100.0%
SOXS vs UAL
+526.6%
-626.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.8% | -16.3% | -19.6% |
| 7D | -22.3% | +2.3% | -24.6% | -18.8% |
| 30D | +21.9% | +13.3% | +8.5% | +39.4% |
| 3M | +4.2% | -6.3% | +10.5% | +5.0% |
| 6M | -43.4% | +22.5% | -65.9% | -22.6% |
| YTD | -92.5% | +5.9% | -98.4% | -89.9% |
| 1Y | -93.5% | +24.7% | -118.1% | -89.7% |
| 3Y | -99.7% | +211.6% | -311.3% | -98.5% |
| 5Y | -99.9% | +130.6% | -230.5% | -99.6% |
| 10Y | -100.0% | +96.5% | -196.5% | -100.0% |
| All | -100.0% | +526.6% | -626.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling