+97.4%
STM vs UNP
+34.3%
+63.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +5.2% | -0.7% | +5.9% | +5.4% |
| 30D | -7.4% | -1.1% | -6.2% | -7.2% |
| 3M | -30.6% | +7.9% | -38.5% | -34.5% |
| 6M | +66.4% | +14.6% | +51.7% | +45.8% |
| YTD | +101.1% | +26.6% | +74.6% | +64.2% |
| 1Y | +97.4% | +35.6% | +61.8% | +51.7% |
| All | +97.4% | +34.3% | +63.1% | +51.7% |
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