+1,543.2%
UNP vs SPXS
-100.0%
+1,643.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -0.8% |
| 7D | -1.7% | +1.2% | -3.0% | -1.3% |
| 30D | -2.1% | +5.2% | -7.3% | -0.4% |
| 3M | +5.4% | -9.2% | +14.6% | +2.6% |
| 6M | +13.4% | -29.6% | +43.0% | +2.1% |
| YTD | +25.0% | -27.6% | +52.6% | +14.0% |
| 1Y | +34.6% | -36.7% | +71.3% | +18.0% |
| 3Y | +43.6% | -79.8% | +123.5% | -6.7% |
| 5Y | +51.7% | -85.9% | +137.6% | 0.0% |
| 10Y | +282.5% | -99.5% | +382.1% | +5.4% |
| All | +1,543.2% | -100.0% | +1,643.2% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling