-100.0%
SOXS vs UMC
+1,863.6%
-1,963.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -7.9% | -2.1% |
| 7D | -4.7% | +9.0% | -13.8% | +8.8% |
| 30D | +7.7% | +17.2% | -9.5% | +37.8% |
| 3M | -10.2% | +11.4% | -21.6% | +43.0% |
| 6M | -99.2% | +137.5% | -236.7% | -82.5% |
| YTD | -99.5% | +193.1% | -292.6% | -85.4% |
| 1Y | -99.8% | +240.3% | -340.1% | -90.3% |
| 3Y | -100.0% | +262.2% | -362.2% | -98.7% |
| 5Y | -100.0% | +143.1% | -243.1% | -99.7% |
| All | -100.0% | +1,863.6% | -1,963.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling