+34.6%
UNP vs SPGI
-18.0%
+52.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.2% |
| 7D | -1.7% | -3.1% | +1.4% | -1.6% |
| 30D | -2.1% | +2.0% | -4.1% | -2.2% |
| 3M | +5.4% | +4.3% | +1.1% | +5.5% |
| 6M | +13.4% | -0.2% | +13.6% | +13.0% |
| YTD | +25.0% | -14.8% | +39.8% | +25.3% |
| 1Y | +34.6% | -18.5% | +53.1% | +32.7% |
| All | +34.6% | -18.0% | +52.6% | +32.7% |
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