+221.5%
UNP vs SNAP
-77.9%
+299.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -1.7% | -5.0% | +3.3% | -1.4% |
| 30D | -2.1% | -0.7% | -1.4% | -2.2% |
| 3M | +5.4% | -5.0% | +10.5% | +5.4% |
| 6M | +13.4% | +3.5% | +9.9% | +12.4% |
| YTD | +25.0% | -34.2% | +59.2% | +27.1% |
| 1Y | +34.6% | -27.1% | +61.6% | +35.7% |
| 3Y | +43.6% | -43.5% | +87.1% | +43.8% |
| 5Y | +51.7% | -92.9% | +144.6% | +63.9% |
| All | +221.5% | -77.9% | +299.4% | +176.2% |
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