-100.0%
SOXS vs UNP
+285.4%
-385.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -6.4% |
| 7D | -4.7% | -1.8% | -2.9% | -7.9% |
| 30D | +7.7% | -2.7% | +10.5% | +2.7% |
| 3M | -10.2% | +6.5% | -16.7% | -1.4% |
| 6M | -99.2% | +14.4% | -113.6% | -98.4% |
| YTD | -99.5% | +24.8% | -124.3% | -98.9% |
| 1Y | -99.8% | +34.4% | -134.2% | -99.3% |
| 3Y | -100.0% | +43.6% | -143.6% | -99.9% |
| 5Y | -100.0% | +53.2% | -153.2% | -100.0% |
| All | -100.0% | +285.4% | -385.4% | -100.0% |
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