-14.4%
UDR vs SOXQ
+286.7%
-301.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.3% |
| 7D | -3.5% | +0.8% | -4.2% | -3.6% |
| 30D | -5.3% | -4.6% | -0.7% | -4.7% |
| 3M | -9.5% | -10.2% | +0.6% | -8.8% |
| 6M | -0.7% | +49.7% | -50.3% | -9.8% |
| YTD | -1.2% | +67.2% | -68.4% | -12.5% |
| 1Y | -5.7% | +98.0% | -103.8% | -20.0% |
| 3Y | +3.7% | +237.2% | -233.4% | -26.5% |
| 5Y | -18.9% | +261.3% | -280.2% | -44.7% |
| All | -14.4% | +286.7% | -301.0% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 10y: compounded portfolio wealth divided by compounded SOXQ 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…
10y analysis · Full analysis span regression · 6 months rolling