+20,415.5%
SOXL vs UNP
+1,052.8%
+19,362.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.8% |
| 7D | +16.4% | -0.7% | +17.1% | +17.9% |
| 30D | -12.1% | -1.1% | -11.0% | -10.5% |
| 3M | -41.7% | +7.9% | -49.6% | -51.3% |
| 6M | +157.4% | +14.6% | +142.8% | +82.7% |
| YTD | +193.3% | +26.6% | +166.7% | +69.7% |
| 1Y | +355.3% | +35.6% | +319.8% | +129.0% |
| 3Y | +484.2% | +45.5% | +438.7% | +169.1% |
| 5Y | +182.7% | +50.0% | +132.7% | +30.3% |
| 10Y | +4,692.2% | +271.8% | +4,420.4% | +483.7% |
| All | +20,415.5% | +1,052.8% | +19,362.7% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling