+4,921.3%
SOXL vs UNP
+285.4%
+4,635.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +6.1% |
| 7D | +3.9% | -1.8% | +5.7% | +6.9% |
| 30D | -14.3% | -2.7% | -11.6% | -10.6% |
| 3M | -45.6% | +6.5% | -52.1% | -53.5% |
| 6M | +117.2% | +14.4% | +102.8% | +56.4% |
| YTD | +189.8% | +24.8% | +165.0% | +74.5% |
| 1Y | +317.7% | +34.4% | +283.3% | +117.0% |
| 3Y | +478.6% | +43.6% | +435.0% | +178.1% |
| 5Y | +169.5% | +53.2% | +116.3% | +22.2% |
| All | +4,921.3% | +285.4% | +4,635.8% | +1,036.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling