+95.4%
STM vs UNP
+38.2%
+57.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +16.3% | +2.1% | +14.2% | +15.9% |
| 30D | -6.3% | +7.7% | -14.0% | -6.7% |
| 3M | -14.1% | +4.0% | -18.1% | -14.2% |
| 6M | -19.6% | +15.7% | -35.2% | -25.1% |
| YTD | +80.1% | +33.5% | +46.6% | +54.5% |
| 1Y | +95.4% | +38.9% | +56.4% | +58.3% |
| All | +95.4% | +38.2% | +57.2% | +58.3% |
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