+110.6%
SPOT vs UNP
+51.6%
+59.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -6.9% | -1.2% | -5.7% | -6.5% |
| 30D | +4.1% | -2.0% | +6.1% | +4.8% |
| 3M | +3.7% | +7.5% | -3.8% | +0.5% |
| 6M | -1.6% | +15.3% | -17.0% | -7.6% |
| YTD | -10.2% | +25.4% | -35.6% | -18.7% |
| 1Y | -25.9% | +35.6% | -61.5% | -35.4% |
| 3Y | +235.6% | +44.1% | +191.4% | +175.5% |
| 5Y | +110.6% | +54.0% | +56.6% | +69.2% |
| All | +110.6% | +51.6% | +59.0% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling