+226.8%
SOXX vs UNP
+43.0%
+183.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.1% |
| 7D | +1.4% | -1.8% | +3.2% | +2.1% |
| 30D | -3.6% | -2.7% | -0.8% | -2.6% |
| 3M | -10.2% | +6.5% | -16.7% | -13.1% |
| 6M | +54.2% | +14.4% | +39.9% | +42.9% |
| YTD | +75.2% | +24.8% | +50.4% | +54.5% |
| 1Y | +107.5% | +34.4% | +73.1% | +74.6% |
| 3Y | +226.8% | +43.6% | +183.2% | +163.7% |
| All | +226.8% | +43.0% | +183.8% | +163.7% |
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 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