+55.9%
SOXL vs UNP
+44.1%
+11.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.5% | -8.1% |
| 7D | -37.9% | +3.6% | -41.5% | -36.9% |
| 30D | -59.4% | +11.4% | -70.8% | -57.8% |
| 3M | -52.3% | +4.6% | -56.9% | -50.6% |
| 6M | -47.7% | +18.3% | -66.0% | -47.0% |
| YTD | +58.8% | +35.4% | +23.4% | +57.5% |
| 1Y | +55.9% | +42.6% | +13.3% | +48.9% |
| All | +55.9% | +44.1% | +11.8% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 1y: compounded portfolio wealth divided by compounded UNP 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…
1y analysis · Full analysis span regression · 6 months rolling