-100.0%
SOXS vs UL
+233.0%
-333.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -6.2% |
| 7D | -15.6% | -1.3% | -14.3% | -17.0% |
| 30D | +4.8% | +0.9% | +3.8% | +5.0% |
| 3M | -21.6% | +14.2% | -35.9% | -12.5% |
| 6M | -99.3% | -3.2% | -96.1% | -99.5% |
| YTD | -99.5% | -0.3% | -99.2% | -99.6% |
| 1Y | -99.8% | -8.8% | -91.0% | -99.8% |
| 3Y | -100.0% | +23.9% | -123.8% | -100.0% |
| 5Y | -100.0% | +21.4% | -121.4% | -100.0% |
| 10Y | -100.0% | +66.7% | -166.7% | -100.0% |
| All | -100.0% | +233.0% | -333.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling