+443.6%
STX vs UNP
+35.3%
+408.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.2% |
| 7D | -28.5% | -4.6% | -23.9% | -27.1% |
| 30D | -42.9% | +5.6% | -48.6% | -44.1% |
| 3M | -45.9% | -1.3% | -44.6% | -45.7% |
| 6M | -41.3% | +9.2% | -50.5% | -44.1% |
| YTD | +67.9% | +27.3% | +40.6% | +47.3% |
| 1Y | +66.5% | +35.9% | +30.6% | +41.0% |
| 3Y | +588.0% | +45.5% | +542.5% | +452.6% |
| All | +443.6% | +35.3% | +408.3% | +352.9% |
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