-100.0%
SOXS vs ULTA
+31.2%
-131.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.6% | -3.9% |
| 7D | -4.7% | -3.1% | -1.7% | -7.0% |
| 30D | +7.7% | +2.8% | +4.9% | +9.2% |
| 3M | -10.2% | +14.8% | -24.9% | -0.4% |
| 6M | -99.2% | -16.2% | -83.0% | -99.3% |
| YTD | -99.5% | -9.6% | -89.9% | -99.5% |
| 1Y | -99.8% | +4.8% | -104.5% | -99.7% |
| 3Y | -100.0% | +30.7% | -130.7% | -100.0% |
| All | -100.0% | +31.2% | -131.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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