+278.9%
UNP vs SPG
+113.9%
+165.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +4.2% | +2.0% | +2.2% | +3.6% |
| 30D | +5.6% | +17.2% | -11.7% | +0.5% |
| 3M | +2.0% | +6.3% | -4.3% | +0.1% |
| 6M | +15.4% | +18.7% | -3.3% | +9.3% |
| YTD | +32.7% | +30.1% | +2.6% | +22.1% |
| 1Y | +39.4% | +32.8% | +6.7% | +27.4% |
| 3Y | +54.3% | +133.6% | -79.3% | +18.0% |
| 5Y | +39.6% | +84.4% | -44.8% | +12.5% |
| All | +278.9% | +113.9% | +165.0% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling