+1,468.6%
UNP vs SPXU
-100.0%
+1,568.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | +0.1% |
| 7D | -0.7% | -1.5% | +0.7% | -1.2% |
| 30D | -1.1% | +3.7% | -4.9% | +0.1% |
| 3M | +7.9% | -9.6% | +17.4% | +4.9% |
| 6M | +14.6% | -32.4% | +47.0% | +2.0% |
| YTD | +26.6% | -28.7% | +55.3% | +15.1% |
| 1Y | +35.6% | -38.2% | +73.8% | +18.2% |
| 3Y | +45.5% | -80.4% | +125.9% | -5.9% |
| 5Y | +50.0% | -86.0% | +136.0% | -0.8% |
| 10Y | +271.8% | -99.5% | +371.3% | +5.0% |
| All | +1,468.6% | -100.0% | +1,568.6% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling