+220.8%
SOXX vs UAL
+123.7%
+97.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.5% |
| 7D | +3.0% | -2.0% | +5.0% | +3.8% |
| 30D | -3.1% | -15.7% | +12.6% | +2.8% |
| 3M | -4.4% | +3.6% | -8.0% | -5.7% |
| 6M | +52.9% | +16.9% | +36.0% | +43.4% |
| YTD | +72.0% | -4.8% | +76.8% | +71.5% |
| 1Y | +105.1% | -0.9% | +106.1% | +100.8% |
| All | +220.8% | +123.7% | +97.1% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 3y: compounded portfolio wealth divided by compounded UAL 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…
3y analysis · Full analysis span regression · 6 months rolling