+657.4%
UMAC vs SOXQ
+164.9%
+492.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.2% | -4.0% |
| 7D | -3.4% | +0.8% | -4.2% | -4.0% |
| 30D | -15.1% | -4.6% | -10.5% | -11.7% |
| 3M | -10.8% | -10.2% | -0.6% | -3.0% |
| 6M | +15.7% | +49.7% | -34.0% | -16.2% |
| YTD | +80.1% | +67.2% | +12.9% | +19.6% |
| 1Y | +116.7% | +98.0% | +18.7% | +30.5% |
| All | +657.4% | +164.9% | +492.5% | +278.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling