+16,011.1%
STX vs UNP
+3,050.3%
+12,960.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | +2.4% | -5.3% | +7.7% | +5.4% |
| 30D | +1.4% | -1.5% | +2.9% | +2.2% |
| 3M | -8.2% | +10.3% | -18.5% | -13.9% |
| 6M | +127.0% | +9.7% | +117.4% | +112.4% |
| YTD | +209.1% | +27.1% | +182.1% | +164.8% |
| 1Y | +365.4% | +32.6% | +332.9% | +287.2% |
| 3Y | +1,135.4% | +40.0% | +1,095.4% | +885.2% |
| 5Y | +991.5% | +50.8% | +940.7% | +720.2% |
| 10Y | +3,695.8% | +278.6% | +3,417.2% | +1,483.4% |
| All | +16,011.1% | +3,050.3% | +12,960.8% | +1,805.6% |
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