+21.0%
STM vs UNP
+51.0%
-30.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | -5.3% | +11.1% | +9.3% |
| 30D | -1.0% | -1.5% | +0.5% | -0.2% |
| 3M | -33.3% | +10.3% | -43.5% | -38.7% |
| 6M | +57.4% | +9.7% | +47.7% | +44.5% |
| YTD | +102.2% | +27.1% | +75.1% | +67.3% |
| 1Y | +99.6% | +32.6% | +67.0% | +60.7% |
| 3Y | +14.5% | +40.0% | -25.5% | -10.9% |
| All | +21.0% | +51.0% | -30.0% | -6.3% |
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 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