+2,502.1%
SOXX vs UL
+602.7%
+1,899.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -2.1% |
| 7D | +3.0% | -4.1% | +7.1% | +4.9% |
| 30D | -3.1% | -1.2% | -2.0% | -2.8% |
| 3M | -4.4% | +6.0% | -10.4% | -8.1% |
| 6M | +52.9% | -5.5% | +58.4% | +53.8% |
| YTD | +72.0% | -3.3% | +75.3% | +70.7% |
| 1Y | +105.1% | -9.8% | +114.9% | +108.9% |
| 3Y | +220.6% | +20.1% | +200.5% | +177.2% |
| 5Y | +244.8% | +19.2% | +225.6% | +193.8% |
| 10Y | +1,537.1% | +65.4% | +1,471.7% | +1,046.5% |
| All | +2,502.1% | +602.7% | +1,899.4% | +842.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling