+676.6%
UMAC vs SOXQ
+160.3%
+516.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -0.9% |
| 7D | -4.0% | +2.3% | -6.3% | -6.0% |
| 30D | -9.4% | -3.9% | -5.5% | -6.2% |
| 3M | +3.0% | -4.7% | +7.7% | +6.9% |
| 6M | +27.2% | +47.9% | -20.7% | -6.8% |
| YTD | +84.7% | +64.3% | +20.4% | +24.6% |
| 1Y | +136.5% | +95.7% | +40.8% | +44.1% |
| All | +676.6% | +160.3% | +516.3% | +294.5% |
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