-100.0%
SOXS vs UMAC
+473.8%
-573.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -6.0% |
| 7D | -4.7% | -3.4% | -1.3% | -5.2% |
| 30D | +7.7% | -15.1% | +22.8% | +6.1% |
| 3M | -10.2% | -10.8% | +0.6% | -5.2% |
| 6M | -99.2% | +15.7% | -114.9% | -99.0% |
| YTD | -99.5% | +80.1% | -179.7% | -99.3% |
| 1Y | -99.8% | +116.7% | -216.5% | -99.6% |
| All | -100.0% | +473.8% | -573.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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