-99.8%
SOXS vs UPS
+27.3%
-127.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.2% | -9.0% | -11.7% |
| 7D | -7.0% | -2.9% | -4.1% | -10.4% |
| 30D | +2.8% | -3.5% | +6.3% | -1.8% |
| 3M | -9.8% | -5.7% | -4.1% | -11.1% |
| 6M | -99.2% | -4.4% | -94.8% | -98.9% |
| YTD | -99.5% | +8.0% | -107.5% | -99.3% |
| 1Y | -99.8% | +29.0% | -128.8% | -99.6% |
| All | -99.8% | +27.3% | -127.1% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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