-22.9%
SPOT vs UNP
+32.8%
-55.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.1% |
| 7D | -0.9% | -5.3% | +4.4% | -1.4% |
| 30D | +12.5% | -1.5% | +14.0% | +12.4% |
| 3M | +9.9% | +10.3% | -0.4% | +10.1% |
| 6M | +1.6% | +9.7% | -8.1% | +0.7% |
| YTD | -6.6% | +27.1% | -33.7% | -2.9% |
| 1Y | -22.9% | +32.6% | -55.5% | -21.1% |
| All | -22.9% | +32.8% | -55.7% | -21.1% |
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