+182.0%
SLV vs UNP
+288.6%
-106.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -3.9% | +2.1% | -6.0% | -4.1% |
| 30D | -15.6% | +7.7% | -23.4% | -16.5% |
| 3M | -23.6% | +4.0% | -27.6% | -24.0% |
| 6M | -42.6% | +15.7% | -58.2% | -43.8% |
| YTD | -30.0% | +33.5% | -63.5% | -32.9% |
| 1Y | -6.6% | +38.9% | -45.6% | -11.0% |
| 3Y | +121.8% | +53.7% | +68.2% | +106.9% |
| 5Y | +92.7% | +40.4% | +52.2% | +80.5% |
| All | +182.0% | +288.6% | -106.6% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling