+278.1%
UNP vs SPG
+64.2%
+213.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.5% |
| 7D | -1.7% | -1.7% | -0.1% | -1.2% |
| 30D | -2.1% | -6.3% | +4.2% | -0.1% |
| 3M | +5.4% | -2.4% | +7.9% | +6.2% |
| 6M | +13.4% | +9.6% | +3.7% | +10.0% |
| YTD | +25.0% | +14.2% | +10.8% | +19.7% |
| 1Y | +34.6% | +19.3% | +15.3% | +27.1% |
| 3Y | +43.6% | +106.7% | -63.1% | +14.1% |
| 5Y | +51.7% | +104.2% | -52.5% | +19.0% |
| All | +278.1% | +64.2% | +213.9% | +202.2% |
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