+281.1%
UNP vs SPGI
+329.2%
-48.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | +2.1% | -0.8% | +2.9% | +2.5% |
| 30D | +7.7% | +14.3% | -6.5% | +1.2% |
| 3M | +4.0% | +14.5% | -10.5% | -2.7% |
| 6M | +15.7% | +17.3% | -1.6% | +6.1% |
| YTD | +33.5% | -4.6% | +38.1% | +33.5% |
| 1Y | +38.9% | +0.8% | +38.2% | +34.8% |
| 3Y | +53.7% | +28.8% | +24.9% | +28.6% |
| 5Y | +40.4% | +14.0% | +26.5% | +22.8% |
| All | +281.1% | +329.2% | -48.1% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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