+39.4%
UNP vs SPXS
-26.2%
+65.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.5% |
| 7D | +4.2% | -7.5% | +11.7% | +3.6% |
| 30D | +5.6% | +5.3% | +0.3% | +6.1% |
| 3M | +2.0% | +9.7% | -7.7% | +2.8% |
| 6M | +15.4% | -4.6% | +20.0% | +15.1% |
| YTD | +32.7% | -25.8% | +58.5% | +28.1% |
| 1Y | +39.4% | -28.8% | +68.2% | +34.3% |
| All | +39.4% | -26.2% | +65.6% | +34.3% |
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