+1,967.8%
STX vs UNP
+293.6%
+1,674.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.5% |
| 7D | -17.3% | -0.9% | -16.4% | -16.7% |
| 30D | -35.9% | +8.0% | -43.9% | -38.3% |
| 3M | -37.3% | +3.3% | -40.7% | -38.5% |
| 6M | -35.8% | +14.7% | -50.5% | -40.8% |
| YTD | +82.7% | +31.9% | +50.8% | +55.5% |
| 1Y | +71.6% | +37.1% | +34.5% | +42.9% |
| 3Y | +635.3% | +51.9% | +583.4% | +471.7% |
| 5Y | +483.8% | +39.3% | +444.5% | +368.8% |
| 10Y | +1,967.8% | +284.1% | +1,683.7% | +897.1% |
| All | +1,967.8% | +293.6% | +1,674.1% | +897.1% |
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