+50.0%
UNP vs SPG
+106.4%
-56.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | -0.7% | 0.0% | -0.8% | -0.8% |
| 30D | -1.1% | -4.9% | +3.8% | +0.9% |
| 3M | +7.9% | +3.3% | +4.5% | +6.3% |
| 6M | +14.6% | +11.2% | +3.4% | +9.7% |
| YTD | +26.6% | +17.1% | +9.5% | +18.6% |
| 1Y | +35.6% | +21.6% | +14.0% | +25.0% |
| 3Y | +45.5% | +111.9% | -66.4% | +7.5% |
| 5Y | +50.0% | +106.9% | -56.9% | +5.5% |
| All | +50.0% | +106.4% | -56.4% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling