+52.5%
SOXX vs UMC
+112.5%
-60.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.1% | -2.3% |
| 7D | -13.7% | -14.7% | +1.0% | -7.9% |
| 30D | -23.6% | -32.9% | +9.3% | -10.5% |
| 3M | -16.9% | -22.2% | +5.3% | -8.6% |
| 6M | -2.4% | +25.9% | -28.3% | -4.0% |
| YTD | +49.8% | +107.9% | -58.1% | +27.6% |
| 1Y | +52.5% | +115.0% | -62.5% | +26.3% |
| All | +52.5% | +112.5% | -60.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling