+311.1%
SPOT vs UNP
+171.5%
+139.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.6% |
| 7D | +1.6% | +4.2% | -2.6% | +0.1% |
| 30D | +16.9% | +5.6% | +11.3% | +14.9% |
| 3M | +23.0% | +2.0% | +20.9% | +22.0% |
| 6M | +42.2% | +15.4% | +26.8% | +34.4% |
| YTD | +5.5% | +32.7% | -27.2% | -5.8% |
| 1Y | -5.1% | +39.4% | -44.5% | -16.9% |
| 3Y | +257.9% | +54.3% | +203.6% | +196.4% |
| 5Y | +118.4% | +39.6% | +78.7% | +85.8% |
| All | +311.1% | +171.5% | +139.6% | +183.0% |
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 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