+227.0%
UNP vs SNAP
-77.2%
+304.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.4% |
| 7D | -5.3% | +0.7% | -6.1% | -5.4% |
| 30D | -1.5% | +2.6% | -4.2% | -1.8% |
| 3M | +10.3% | -9.9% | +20.1% | +10.6% |
| 6M | +9.7% | +1.9% | +7.8% | +8.8% |
| YTD | +27.1% | -32.2% | +59.3% | +29.0% |
| 1Y | +32.6% | -22.8% | +55.4% | +33.3% |
| 3Y | +40.0% | -47.6% | +87.6% | +40.7% |
| 5Y | +50.8% | -92.7% | +143.6% | +62.8% |
| All | +227.0% | -77.2% | +304.2% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling