+53.4%
UNP vs SPXU
-85.8%
+139.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.0% |
| 7D | -1.7% | +1.3% | -3.0% | -1.4% |
| 30D | -2.1% | +5.1% | -7.2% | -1.0% |
| 3M | +5.4% | -9.1% | +14.6% | +3.6% |
| 6M | +13.4% | -29.6% | +43.0% | +5.5% |
| YTD | +25.0% | -27.7% | +52.6% | +17.3% |
| 1Y | +34.6% | -37.0% | +71.5% | +22.8% |
| 3Y | +43.6% | -80.2% | +123.8% | +5.9% |
| All | +53.4% | -85.8% | +139.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling