+226.8%
SOXX vs UMC
+261.2%
-34.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.7% |
| 7D | +1.4% | +9.0% | -7.6% | -3.0% |
| 30D | -3.6% | +17.2% | -20.8% | -11.4% |
| 3M | -10.2% | +11.4% | -21.6% | -16.3% |
| 6M | +54.2% | +137.5% | -83.3% | -4.5% |
| YTD | +75.2% | +193.1% | -117.9% | -10.1% |
| 1Y | +107.5% | +240.3% | -132.8% | -4.8% |
| 3Y | +226.8% | +262.2% | -35.4% | +41.6% |
| All | +226.8% | +261.2% | -34.4% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling