+223.9%
UMC vs SOXQ
+286.7%
-62.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.1% |
| 7D | +9.0% | +0.8% | +8.2% | +8.5% |
| 30D | +17.2% | -4.6% | +21.8% | +21.0% |
| 3M | +11.4% | -10.2% | +21.6% | +21.2% |
| 6M | +137.5% | +49.7% | +87.8% | +81.9% |
| YTD | +193.1% | +67.2% | +125.9% | +106.6% |
| 1Y | +240.3% | +98.0% | +142.3% | +111.0% |
| 3Y | +262.2% | +237.2% | +25.0% | +37.7% |
| 5Y | +143.1% | +261.3% | -118.2% | -16.8% |
| All | +223.9% | +286.7% | -62.7% | +4.5% |
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 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