-100.0%
SOXS vs UMAC
+488.3%
-588.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.2% | +11.3% | +7.5% |
| 7D | -9.4% | -4.0% | -5.4% | -9.9% |
| 30D | +6.2% | -9.4% | +15.6% | +5.8% |
| 3M | -28.0% | +3.0% | -31.0% | -21.8% |
| 6M | -99.2% | +27.2% | -126.4% | -99.0% |
| YTD | -99.5% | +84.7% | -184.2% | -99.3% |
| 1Y | -99.7% | +136.5% | -236.2% | -99.6% |
| All | -100.0% | +488.3% | -588.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling