+7,544.3%
UNP vs SNPS
+6,393.9%
+1,150.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.1% | +5.1% | -3.0% | +1.2% |
| 30D | +7.7% | -6.4% | +14.2% | +8.7% |
| 3M | +4.0% | +12.2% | -8.2% | +1.3% |
| 6M | +15.7% | -9.8% | +25.5% | +16.4% |
| YTD | +33.5% | -1.5% | +35.0% | +31.2% |
| 1Y | +38.9% | +16.0% | +22.9% | +32.5% |
| 3Y | +53.7% | -10.8% | +64.5% | +46.9% |
| 5Y | +40.4% | +33.3% | +7.1% | +22.6% |
| 10Y | +291.1% | +675.9% | -384.8% | +150.2% |
| All | +7,544.3% | +6,393.9% | +1,150.4% | +3,403.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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