+34.4%
UNP vs SPXS
-36.2%
+70.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.7% |
| 7D | -1.8% | +2.5% | -4.3% | -1.6% |
| 30D | -2.7% | +4.2% | -6.9% | -2.3% |
| 3M | +6.5% | -9.3% | +15.8% | +5.7% |
| 6M | +14.4% | -30.7% | +45.1% | +9.1% |
| YTD | +24.8% | -28.1% | +52.9% | +20.0% |
| 1Y | +34.4% | -35.1% | +69.5% | +27.3% |
| All | +34.4% | -36.2% | +70.6% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling