-100.0%
SOXS vs UNP
+43.0%
-143.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -6.2% |
| 7D | -4.7% | -1.8% | -2.9% | -7.1% |
| 30D | +7.7% | -2.7% | +10.5% | +4.1% |
| 3M | -10.2% | +6.5% | -16.7% | -2.7% |
| 6M | -99.2% | +14.4% | -113.6% | -98.5% |
| YTD | -99.5% | +24.8% | -124.3% | -99.0% |
| 1Y | -99.8% | +34.4% | -134.2% | -99.4% |
| 3Y | -100.0% | +43.6% | -143.6% | -99.9% |
| All | -100.0% | +43.0% | -143.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling