-100.0%
SOXS vs UTHR
+753.5%
-853.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -0.6% |
| 7D | -16.6% | +3.0% | -19.6% | -14.7% |
| 30D | -4.4% | -4.3% | 0.0% | -7.3% |
| 3M | -26.2% | -8.4% | -17.9% | -31.2% |
| 6M | -99.3% | -4.2% | -95.0% | -99.1% |
| YTD | -99.5% | +4.0% | -103.5% | -99.4% |
| 1Y | -99.8% | +25.5% | -125.3% | -99.7% |
| 3Y | -100.0% | +125.1% | -225.1% | -100.0% |
| 5Y | -100.0% | +140.3% | -240.3% | -100.0% |
| 10Y | -100.0% | +322.5% | -422.5% | -100.0% |
| All | -100.0% | +753.5% | -853.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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