-100.0%
SOXS vs UPS
+37.9%
-137.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.1% |
| 7D | -4.7% | -2.0% | -2.8% | -8.0% |
| 30D | +7.7% | -2.0% | +9.7% | +4.0% |
| 3M | -10.2% | -6.2% | -3.9% | -17.6% |
| 6M | -99.2% | +2.8% | -102.0% | -98.8% |
| YTD | -99.5% | +5.9% | -105.4% | -99.3% |
| 1Y | -99.8% | +26.2% | -126.0% | -99.5% |
| 3Y | -100.0% | -26.0% | -74.0% | -100.0% |
| 5Y | -100.0% | -34.3% | -65.7% | -100.0% |
| All | -100.0% | +37.9% | -137.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling