+279.5%
UNP vs SPG
+64.3%
+215.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.2% | -2.2% | +1.0% | -0.5% |
| 30D | -2.0% | -5.8% | +3.8% | -0.2% |
| 3M | +7.5% | -2.8% | +10.3% | +8.4% |
| 6M | +15.3% | +8.9% | +6.5% | +12.2% |
| YTD | +25.4% | +14.3% | +11.1% | +20.1% |
| 1Y | +35.6% | +19.5% | +16.1% | +28.0% |
| 3Y | +44.1% | +106.9% | -62.7% | +14.5% |
| 5Y | +54.0% | +108.7% | -54.8% | +20.1% |
| All | +279.5% | +64.3% | +215.1% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling