+1,937.6%
STM vs UNP
+7,430.0%
-5,492.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.3% |
| 7D | -5.6% | -3.3% | -2.3% | -3.6% |
| 30D | -14.4% | +6.7% | -21.2% | -18.0% |
| 3M | -20.5% | +1.8% | -22.3% | -21.7% |
| 6M | -24.5% | +13.3% | -37.8% | -31.9% |
| YTD | +72.7% | +30.3% | +42.3% | +43.0% |
| 1Y | +91.0% | +36.9% | +54.1% | +53.4% |
| 3Y | +13.5% | +50.9% | -37.4% | -13.8% |
| 5Y | -9.2% | +37.9% | -47.1% | -28.3% |
| 10Y | +422.5% | +293.8% | +128.7% | +120.3% |
| All | +1,937.6% | +7,430.0% | -5,492.4% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling