+2,768.8%
UNP vs SNY
+241.5%
+2,527.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | -3.6% | +2.5% | +0.2% |
| 30D | -2.0% | -1.9% | 0.0% | -1.3% |
| 3M | +7.5% | -2.0% | +9.5% | +8.1% |
| 6M | +15.3% | +2.5% | +12.8% | +13.9% |
| YTD | +25.4% | -7.0% | +32.4% | +28.1% |
| 1Y | +35.6% | -4.4% | +40.0% | +36.6% |
| 3Y | +44.1% | -8.4% | +52.6% | +42.9% |
| 5Y | +54.0% | +9.5% | +44.4% | +38.8% |
| 10Y | +283.9% | +64.3% | +219.6% | +187.3% |
| All | +2,768.8% | +241.5% | +2,527.3% | +1,353.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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