+50.9%
UNP vs SPG
+132.9%
-82.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.5% |
| 7D | -3.3% | +5.1% | -8.3% | -5.4% |
| 30D | +6.7% | +16.8% | -10.1% | -0.4% |
| 3M | +1.8% | +5.7% | -3.9% | -0.7% |
| 6M | +13.3% | +17.8% | -4.5% | +5.2% |
| YTD | +30.3% | +30.1% | +0.2% | +15.7% |
| 1Y | +36.9% | +32.8% | +4.1% | +20.4% |
| 3Y | +50.9% | +137.2% | -86.3% | +0.2% |
| All | +50.9% | +132.9% | -82.0% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling