+52.5%
SOXX vs UNP
+44.1%
+8.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -2.9% |
| 7D | -13.7% | +3.6% | -17.3% | -13.3% |
| 30D | -23.6% | +11.4% | -35.0% | -22.7% |
| 3M | -16.9% | +4.6% | -21.5% | -16.0% |
| 6M | -2.4% | +18.3% | -20.7% | -2.1% |
| YTD | +49.8% | +35.4% | +14.4% | +49.0% |
| 1Y | +52.5% | +42.6% | +9.9% | +49.7% |
| All | +52.5% | +44.1% | +8.4% | +49.7% |
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