-100.0%
SOXS vs UNH
+1.1%
-101.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -6.2% |
| 7D | -4.7% | -4.5% | -0.2% | -5.9% |
| 30D | +7.7% | -6.5% | +14.3% | +5.8% |
| 3M | -10.2% | -6.0% | -4.2% | -11.6% |
| 6M | -99.2% | +33.7% | -132.9% | -99.2% |
| YTD | -99.5% | +16.4% | -115.9% | -99.6% |
| 1Y | -99.8% | +10.1% | -109.8% | -99.8% |
| 3Y | -100.0% | -16.3% | -83.7% | -100.0% |
| All | -100.0% | +1.1% | -101.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 5y: compounded portfolio wealth divided by compounded UNH 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…
5y analysis · Full analysis span regression · 6 months rolling