+226.8%
SOXX vs UL
+20.7%
+206.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +2.0% |
| 7D | +1.4% | -3.4% | +4.8% | +0.6% |
| 30D | -3.6% | +0.5% | -4.1% | -3.4% |
| 3M | -10.2% | +7.2% | -17.4% | -8.8% |
| 6M | +54.2% | -3.1% | +57.3% | +55.7% |
| YTD | +75.2% | -2.7% | +77.9% | +77.3% |
| 1Y | +107.5% | -10.2% | +117.7% | +109.7% |
| 3Y | +226.8% | +20.3% | +206.5% | +223.5% |
| All | +226.8% | +20.7% | +206.1% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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