+271.8%
UNP vs SPGI
+296.1%
-24.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +1.1% |
| 7D | -0.7% | -2.5% | +1.7% | +0.3% |
| 30D | -1.1% | +5.4% | -6.6% | -3.8% |
| 3M | +7.9% | +9.0% | -1.2% | +2.7% |
| 6M | +14.6% | +0.8% | +13.9% | +12.8% |
| YTD | +26.6% | -12.6% | +39.2% | +32.0% |
| 1Y | +35.6% | -16.1% | +51.7% | +43.7% |
| 3Y | +45.5% | +19.0% | +26.5% | +26.1% |
| 5Y | +50.0% | +5.1% | +44.9% | +36.0% |
| 10Y | +271.8% | +295.5% | -23.6% | +65.2% |
| All | +271.8% | +296.1% | -24.3% | +65.2% |
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