-100.0%
SOXS vs UNP
+1,052.8%
-1,152.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -5.6% |
| 7D | -15.6% | -0.7% | -14.8% | -16.7% |
| 30D | +4.8% | -1.1% | +5.9% | +2.9% |
| 3M | -21.6% | +7.9% | -29.5% | -11.3% |
| 6M | -99.3% | +14.6% | -114.0% | -98.7% |
| YTD | -99.5% | +26.6% | -126.1% | -98.8% |
| 1Y | -99.8% | +35.6% | -135.3% | -99.4% |
| 3Y | -100.0% | +45.5% | -145.5% | -99.9% |
| 5Y | -100.0% | +50.0% | -150.0% | -100.0% |
| 10Y | -100.0% | +271.8% | -371.8% | -100.0% |
| All | -100.0% | +1,052.8% | -1,152.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling