+3,344.4%
SOXX vs URA
-32.7%
+3,377.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.2% | -1.1% |
| 7D | +3.0% | -1.5% | +4.6% | +3.7% |
| 30D | -3.1% | -0.4% | -2.8% | -3.2% |
| 3M | -4.4% | +6.3% | -10.7% | -6.5% |
| 6M | +52.9% | -14.0% | +66.9% | +62.3% |
| YTD | +72.0% | +5.3% | +66.7% | +67.0% |
| 1Y | +105.1% | +11.7% | +93.4% | +91.9% |
| 3Y | +220.6% | +109.8% | +110.8% | +125.2% |
| 5Y | +244.8% | +108.0% | +136.9% | +132.4% |
| 10Y | +1,537.1% | +358.5% | +1,178.6% | +648.8% |
| All | +3,344.4% | -32.7% | +3,377.1% | +2,670.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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