-99.8%
SOXS vs UMC
+209.4%
-309.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +4.6% | -14.8% | -3.4% |
| 7D | -7.0% | +5.0% | -11.9% | +0.2% |
| 30D | +2.8% | +7.7% | -4.9% | +15.3% |
| 3M | -9.8% | +1.7% | -11.5% | +32.2% |
| 6M | -99.2% | +113.9% | -213.1% | -90.1% |
| YTD | -99.5% | +168.9% | -268.4% | -91.5% |
| 1Y | -99.8% | +207.2% | -307.0% | -95.6% |
| All | -99.8% | +209.4% | -309.2% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling