+8,652.1%
STX vs UNP
+3,056.2%
+5,596.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.2% |
| 7D | -28.5% | -4.6% | -23.9% | -26.6% |
| 30D | -42.9% | +5.6% | -48.6% | -44.7% |
| 3M | -45.9% | -1.3% | -44.6% | -45.8% |
| 6M | -41.3% | +9.2% | -50.5% | -45.1% |
| YTD | +67.9% | +27.3% | +40.6% | +43.0% |
| 1Y | +66.5% | +35.9% | +30.6% | +36.5% |
| 3Y | +588.0% | +45.5% | +542.5% | +434.6% |
| 5Y | +449.1% | +36.0% | +413.1% | +336.1% |
| 10Y | +1,982.8% | +307.2% | +1,675.6% | +731.6% |
| All | +8,652.1% | +3,056.2% | +5,596.0% | +928.9% |
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 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