+44.7%
UNP vs SOXQ
+290.2%
-245.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -1.7% | +5.2% | -7.0% | -2.6% |
| 30D | -2.1% | -0.5% | -1.6% | -2.1% |
| 3M | +5.4% | -5.6% | +11.1% | +5.5% |
| 6M | +13.4% | +53.0% | -39.6% | +1.9% |
| YTD | +25.0% | +68.8% | -43.8% | +9.7% |
| 1Y | +34.6% | +105.7% | -71.2% | +12.5% |
| 3Y | +43.6% | +240.5% | -196.9% | +2.2% |
| 5Y | +51.7% | +266.8% | -215.0% | +1.2% |
| All | +44.7% | +290.2% | -245.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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