-99.8%
SOXS vs UNP
+32.8%
-132.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.2% | -10.4% | -10.1% |
| 7D | -7.0% | -5.3% | -1.6% | -8.5% |
| 30D | +2.8% | -1.5% | +4.3% | +2.4% |
| 3M | -9.8% | +10.3% | -20.1% | -5.7% |
| 6M | -99.2% | +9.7% | -108.8% | -98.8% |
| YTD | -99.5% | +27.1% | -126.6% | -99.2% |
| 1Y | -99.8% | +32.6% | -132.4% | -99.7% |
| All | -99.8% | +32.8% | -132.6% | -99.7% |
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