-13.7%
UDR vs SOXQ
+290.2%
-303.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -3.3% | +5.2% | -8.5% | -4.0% |
| 30D | -5.6% | -0.5% | -5.1% | -5.7% |
| 3M | -9.4% | -5.6% | -3.8% | -9.5% |
| 6M | -3.0% | +53.0% | -56.0% | -12.3% |
| YTD | -0.4% | +68.8% | -69.2% | -11.9% |
| 1Y | -5.1% | +105.7% | -110.9% | -20.1% |
| 3Y | +4.2% | +240.5% | -236.3% | -26.3% |
| 5Y | -19.5% | +266.8% | -286.3% | -45.2% |
| All | -13.7% | +290.2% | -303.9% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling