+35.6%
UNP vs SNAP
-25.5%
+61.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -0.7% | +1.5% | -2.2% | -0.8% |
| 30D | -1.1% | +1.9% | -3.0% | -1.2% |
| 3M | +7.9% | -3.9% | +11.8% | +8.0% |
| 6M | +14.6% | +5.2% | +9.4% | +13.7% |
| YTD | +26.6% | -32.7% | +59.3% | +27.7% |
| 1Y | +35.6% | -24.8% | +60.4% | +36.7% |
| All | +35.6% | -25.5% | +61.1% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling