+123.8%
STX vs UNP
+44.1%
+79.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.8% | -7.5% |
| 7D | -20.2% | +3.6% | -23.8% | -19.0% |
| 30D | -37.2% | +11.4% | -48.6% | -34.7% |
| 3M | -34.1% | +4.6% | -38.6% | -32.3% |
| 6M | -24.5% | +18.3% | -42.7% | -20.1% |
| YTD | +102.9% | +35.4% | +67.5% | +120.9% |
| 1Y | +123.8% | +42.6% | +81.2% | +147.3% |
| All | +123.8% | +44.1% | +79.7% | +147.3% |
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 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