+35.5%
UNP vs SPGI
+1.8%
+33.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | -3.3% | -0.9% | -2.4% | -3.2% |
| 30D | +6.7% | +15.5% | -8.8% | +6.0% |
| 3M | +1.8% | +15.7% | -13.9% | +1.1% |
| 6M | +13.3% | +19.1% | -5.7% | +12.7% |
| YTD | +30.3% | -4.1% | +34.4% | +30.5% |
| All | +35.5% | +1.8% | +33.7% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling