+1,544.7%
UNP vs SPXU
-100.0%
+1,644.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.2% |
| 7D | +4.2% | -7.6% | +11.8% | +1.8% |
| 30D | +5.6% | +5.3% | +0.3% | +7.9% |
| 3M | +2.0% | +9.6% | -7.6% | +5.8% |
| 6M | +15.4% | -4.5% | +19.9% | +14.9% |
| YTD | +32.7% | -25.9% | +58.6% | +22.9% |
| 1Y | +39.4% | -28.9% | +68.3% | +27.6% |
| 3Y | +54.3% | -80.5% | +134.8% | -0.3% |
| 5Y | +39.6% | -83.4% | +123.0% | -1.8% |
| 10Y | +288.9% | -99.5% | +388.4% | +11.2% |
| All | +1,544.7% | -100.0% | +1,644.7% | +49.8% |
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