+278.9%
UNP vs SPXS
-99.5%
+378.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.2% |
| 7D | +4.2% | -7.5% | +11.7% | +2.0% |
| 30D | +5.6% | +5.3% | +0.3% | +7.7% |
| 3M | +2.0% | +9.7% | -7.7% | +5.5% |
| 6M | +15.4% | -4.6% | +20.0% | +14.9% |
| YTD | +32.7% | -25.8% | +58.5% | +23.8% |
| 1Y | +39.4% | -28.8% | +68.2% | +28.7% |
| 3Y | +54.3% | -80.2% | +134.5% | +3.8% |
| 5Y | +39.6% | -83.2% | +122.8% | +2.1% |
| All | +278.9% | -99.5% | +378.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling