-99.2%
SOXS vs UNP
+15.9%
-115.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -5.0% |
| 7D | -15.6% | -0.7% | -14.8% | -15.8% |
| 30D | +4.8% | -1.1% | +5.9% | +4.4% |
| 3M | -21.6% | +7.9% | -29.5% | -18.1% |
| All | -99.2% | +15.9% | -115.2% | -98.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling