-100.0%
SOXS vs UMC
+1,228.2%
-1,328.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.5% | +10.6% | +4.7% |
| 7D | -9.4% | +11.4% | -20.8% | +5.9% |
| 30D | +6.2% | +16.8% | -10.6% | +32.6% |
| 3M | -28.0% | +19.1% | -47.1% | +25.8% |
| 6M | -99.2% | +137.4% | -236.6% | -84.8% |
| YTD | -99.5% | +186.4% | -285.9% | -87.6% |
| 1Y | -99.7% | +229.1% | -328.8% | -92.2% |
| 3Y | -100.0% | +257.9% | -357.9% | -98.9% |
| 5Y | -100.0% | +137.5% | -237.5% | -99.7% |
| 10Y | -100.0% | +1,808.2% | -1,908.2% | -100.0% |
| All | -100.0% | +1,228.2% | -1,328.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling