+9,562.1%
UNP vs SPGI
+14,972.7%
-5,410.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | -3.3% | -0.9% | -2.4% | -2.9% |
| 30D | +6.7% | +15.5% | -8.8% | +0.9% |
| 3M | +1.8% | +15.7% | -13.9% | -4.0% |
| 6M | +13.3% | +19.1% | -5.7% | +5.0% |
| YTD | +30.3% | -4.1% | +34.4% | +29.7% |
| 1Y | +36.9% | +1.2% | +35.7% | +33.3% |
| 3Y | +50.9% | +31.6% | +19.3% | +31.3% |
| 5Y | +37.9% | +12.4% | +25.5% | +25.7% |
| 10Y | +293.8% | +334.3% | -40.5% | +111.9% |
| All | +9,562.1% | +14,972.7% | -5,410.6% | +1,492.2% |
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 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