+2,038.9%
STX vs UNP
+288.6%
+1,750.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +16.8% | +2.1% | +14.8% | +15.8% |
| 30D | -27.0% | +7.7% | -34.8% | -29.6% |
| 3M | -37.9% | +4.0% | -41.9% | -39.2% |
| 6M | -32.5% | +15.7% | -48.2% | -38.0% |
| YTD | +98.6% | +33.5% | +65.1% | +68.1% |
| 1Y | +93.6% | +38.9% | +54.6% | +60.2% |
| 3Y | +699.1% | +53.7% | +645.4% | +517.9% |
| 5Y | +481.0% | +40.4% | +440.6% | +365.0% |
| All | +2,038.9% | +288.6% | +1,750.4% | +935.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling