-100.0%
SOXS vs UDR
-20.1%
-79.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +7.2% |
| 7D | -9.4% | -3.4% | -6.0% | -13.3% |
| 30D | +6.2% | -5.4% | +11.6% | -1.5% |
| 3M | -28.0% | -10.0% | -18.1% | -40.1% |
| 6M | -99.2% | -2.5% | -96.6% | -99.2% |
| YTD | -99.5% | -1.1% | -98.4% | -99.5% |
| 1Y | -99.7% | -3.9% | -95.9% | -99.8% |
| 3Y | -100.0% | +3.4% | -103.4% | -100.0% |
| All | -100.0% | -20.1% | -79.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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