+241.5%
SOXX vs UAL
+138.1%
+103.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | -4.4% | +3.6% | -8.0% | -5.9% |
| 6M | +52.9% | +16.9% | +36.0% | +42.7% |
| YTD | +72.0% | -4.8% | +76.8% | +71.6% |
| 1Y | +105.1% | -0.9% | +106.1% | +100.6% |
| 3Y | +220.6% | +124.5% | +96.1% | +117.4% |
| All | +241.5% | +138.1% | +103.5% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling