+52.9%
SOXX vs UL
-5.0%
+57.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -3.5% |
| 7D | +3.0% | -4.1% | +7.1% | +0.7% |
| 30D | -3.1% | -1.2% | -2.0% | -3.6% |
| 3M | -4.4% | +6.0% | -10.4% | -1.2% |
| 6M | +52.9% | -5.5% | +58.4% | +63.9% |
| All | +52.9% | -5.0% | +57.9% | +63.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling