+235.3%
UNP vs SNAP
-79.0%
+314.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +2.3% |
| 7D | -3.3% | -7.3% | +4.1% | -2.9% |
| 30D | +6.7% | -18.9% | +25.6% | +7.9% |
| 3M | +1.8% | -5.3% | +7.0% | +1.8% |
| 6M | +13.3% | -16.9% | +30.3% | +13.9% |
| YTD | +30.3% | -37.4% | +67.8% | +32.7% |
| 1Y | +36.9% | -38.5% | +75.4% | +39.5% |
| 3Y | +50.9% | -55.1% | +106.0% | +52.9% |
| 5Y | +37.9% | -90.8% | +128.7% | +46.7% |
| All | +235.3% | -79.0% | +314.3% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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