-37.8%
UPS vs SOXQ
+290.2%
-328.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | -3.7% | +5.2% | -8.9% | -5.1% |
| 30D | -3.7% | -0.5% | -3.2% | -3.8% |
| 3M | -6.6% | -5.6% | -0.9% | -6.3% |
| 6M | +2.6% | +53.0% | -50.5% | -11.7% |
| YTD | +4.8% | +68.8% | -64.0% | -12.8% |
| 1Y | +25.3% | +105.7% | -80.5% | -2.7% |
| 3Y | -26.9% | +240.5% | -267.3% | -55.1% |
| 5Y | -33.5% | +266.8% | -300.3% | -62.2% |
| All | -37.8% | +290.2% | -328.0% | -64.9% |
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