+9,321.7%
UNP vs SPGI
+14,090.3%
-4,768.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.8% |
| 7D | -5.3% | +0.1% | -5.5% | -5.5% |
| 30D | -1.5% | +8.4% | -10.0% | -4.7% |
| 3M | +10.3% | +11.8% | -1.6% | +5.0% |
| 6M | +9.7% | +5.7% | +4.0% | +6.2% |
| YTD | +27.1% | -9.7% | +36.8% | +29.6% |
| 1Y | +32.6% | -12.5% | +45.0% | +36.3% |
| 3Y | +40.0% | +21.8% | +18.2% | +25.5% |
| 5Y | +50.8% | +8.2% | +42.7% | +39.4% |
| 10Y | +278.6% | +309.5% | -30.9% | +108.6% |
| All | +9,321.7% | +14,090.3% | -4,768.6% | +1,491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling