+2,502.1%
SOXX vs UNP
+3,191.3%
-689.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.0% |
| 7D | +3.0% | -1.2% | +4.2% | +3.7% |
| 30D | -3.1% | -2.0% | -1.2% | -2.1% |
| 3M | -4.4% | +7.5% | -11.9% | -9.1% |
| 6M | +52.9% | +15.3% | +37.5% | +38.3% |
| YTD | +72.0% | +25.4% | +46.6% | +47.3% |
| 1Y | +105.1% | +35.6% | +69.5% | +67.0% |
| 3Y | +220.6% | +44.1% | +176.5% | +148.7% |
| 5Y | +244.8% | +54.0% | +190.8% | +152.7% |
| 10Y | +1,537.1% | +283.9% | +1,253.2% | +571.7% |
| All | +2,502.1% | +3,191.3% | -689.2% | +124.0% |
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