+9,339.3%
UNP vs SPGI
+14,867.5%
-5,528.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.2% |
| 7D | -4.6% | +0.3% | -4.8% | -4.6% |
| 30D | +5.6% | +18.4% | -12.7% | -1.1% |
| 3M | -1.3% | +15.7% | -17.0% | -7.0% |
| 6M | +9.2% | +17.3% | -8.0% | +1.8% |
| YTD | +27.3% | -4.7% | +32.1% | +27.0% |
| 1Y | +35.9% | +1.8% | +34.1% | +32.0% |
| 3Y | +45.5% | +31.7% | +13.8% | +26.5% |
| 5Y | +36.0% | +12.1% | +23.9% | +24.1% |
| 10Y | +307.2% | +341.9% | -34.7% | +117.7% |
| All | +9,339.3% | +14,867.5% | -5,528.2% | +1,459.6% |
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