-100.0%
SOXS vs UPS
+191.3%
-291.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -4.2% |
| 7D | -16.6% | -3.7% | -12.9% | -22.4% |
| 30D | -4.4% | -3.7% | -0.6% | -11.1% |
| 3M | -26.2% | -6.6% | -19.7% | -31.3% |
| 6M | -99.3% | +2.6% | -101.8% | -98.9% |
| YTD | -99.5% | +4.8% | -104.3% | -99.3% |
| 1Y | -99.8% | +25.3% | -125.1% | -99.5% |
| 3Y | -100.0% | -26.9% | -73.1% | -100.0% |
| 5Y | -100.0% | -33.5% | -66.5% | -100.0% |
| 10Y | -100.0% | +36.1% | -136.1% | -100.0% |
| All | -100.0% | +191.3% | -291.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling