-4.6%
STM vs UNP
+39.6%
-44.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +12.0% | +4.2% | +7.8% | +9.3% |
| 30D | -0.4% | +5.6% | -6.0% | -3.6% |
| 3M | -13.2% | +2.0% | -15.2% | -14.5% |
| 6M | -26.1% | +15.4% | -41.5% | -34.6% |
| YTD | +81.2% | +32.7% | +48.5% | +45.0% |
| 1Y | +98.3% | +39.4% | +58.9% | +53.2% |
| 3Y | +16.7% | +54.3% | -37.6% | -15.2% |
| All | -4.6% | +39.6% | -44.1% | -28.2% |
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