-91.6%
SOXS vs UPS
+29.9%
-121.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.7% | +4.1% | +12.3% |
| 7D | +46.7% | +8.2% | +38.4% | +55.1% |
| 30D | +97.0% | +22.7% | +74.2% | +132.9% |
| 3M | +39.5% | +6.4% | +33.1% | +39.5% |
| 6M | -54.9% | +22.6% | -77.5% | -43.8% |
| YTD | -90.4% | +20.7% | -111.1% | -87.3% |
| 1Y | -91.6% | +30.6% | -122.3% | -88.8% |
| All | -91.6% | +29.9% | -121.6% | -88.8% |
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