+459.4%
STM vs UNP
+285.9%
+173.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.1% |
| 7D | +1.4% | -2.1% | +3.5% | +3.2% |
| 30D | -8.4% | +7.3% | -15.7% | -13.0% |
| 3M | -15.8% | +3.6% | -19.4% | -18.4% |
| 6M | -22.8% | +15.8% | -38.7% | -32.8% |
| YTD | +79.4% | +32.6% | +46.8% | +41.2% |
| 1Y | +97.0% | +37.2% | +59.8% | +51.0% |
| 3Y | +14.2% | +52.6% | -38.4% | -19.1% |
| 5Y | -4.5% | +40.6% | -45.0% | -29.8% |
| All | +459.4% | +285.9% | +173.5% | +122.8% |
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