+243.5%
UNP vs SNAP
-78.3%
+321.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | +2.1% | +2.6% | -0.5% | +1.9% |
| 30D | +7.7% | -19.6% | +27.3% | +8.9% |
| 3M | +4.0% | +0.4% | +3.7% | +3.7% |
| 6M | +15.7% | -5.9% | +21.6% | +15.4% |
| YTD | +33.5% | -35.3% | +68.8% | +35.6% |
| 1Y | +38.9% | -42.6% | +81.5% | +42.1% |
| 3Y | +53.7% | -53.9% | +107.6% | +55.4% |
| 5Y | +40.4% | -90.3% | +130.7% | +48.8% |
| All | +243.5% | -78.3% | +321.7% | +194.8% |
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