-91.6%
SOXS vs UNP
+44.1%
-135.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +8.0% |
| 7D | +46.7% | +3.6% | +43.1% | +44.9% |
| 30D | +97.0% | +11.4% | +85.6% | +91.2% |
| 3M | +39.5% | +4.6% | +35.0% | +36.3% |
| 6M | -54.9% | +18.3% | -73.2% | -55.2% |
| YTD | -90.4% | +35.4% | -125.8% | -90.2% |
| 1Y | -91.6% | +42.6% | -134.2% | -91.1% |
| All | -91.6% | +44.1% | -135.8% | -91.1% |
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