-15.7%
STM vs UNP
+35.3%
-51.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +6.0% |
| 7D | -10.7% | -4.6% | -6.2% | -8.2% |
| 30D | -25.7% | +5.6% | -31.4% | -28.4% |
| 3M | -21.6% | -1.3% | -20.2% | -21.3% |
| 6M | -27.8% | +9.2% | -37.0% | -33.9% |
| YTD | +61.8% | +27.3% | +34.4% | +32.7% |
| 1Y | +78.1% | +35.9% | +42.2% | +39.4% |
| 3Y | +4.9% | +45.5% | -40.6% | -21.1% |
| All | -15.7% | +35.3% | -51.1% | -34.8% |
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 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