-100.0%
SOXS vs UL
+19.9%
-119.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.4% | +9.5% | +9.1% |
| 7D | -9.4% | -4.1% | -5.4% | -6.7% |
| 30D | +6.2% | -1.2% | +7.3% | +7.4% |
| 3M | -28.0% | +6.0% | -34.0% | -28.7% |
| 6M | -99.2% | -5.5% | -93.7% | -99.2% |
| YTD | -99.5% | -3.3% | -96.2% | -99.5% |
| 1Y | -99.7% | -9.8% | -90.0% | -99.7% |
| All | -100.0% | +19.9% | -119.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling