-100.0%
SOXS vs UL
+66.7%
-166.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.0% |
| 7D | -4.7% | -3.4% | -1.4% | -7.7% |
| 30D | +7.7% | +0.5% | +7.3% | +7.7% |
| 3M | -10.2% | +7.2% | -17.4% | -7.5% |
| 6M | -99.2% | -3.1% | -96.2% | -99.3% |
| YTD | -99.5% | -2.7% | -96.8% | -99.6% |
| 1Y | -99.8% | -10.2% | -89.5% | -99.8% |
| 3Y | -100.0% | +20.3% | -120.2% | -100.0% |
| 5Y | -100.0% | +19.9% | -119.9% | -100.0% |
| All | -100.0% | +66.7% | -166.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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