+1,554.3%
UNP vs SPXU
-100.0%
+1,654.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +1.0% |
| 7D | +2.1% | -9.4% | +11.5% | -0.9% |
| 30D | +7.7% | +7.4% | +0.3% | +10.8% |
| 3M | +4.0% | +6.2% | -2.1% | +6.8% |
| 6M | +15.7% | -7.2% | +22.9% | +14.0% |
| YTD | +33.5% | -26.8% | +60.3% | +23.1% |
| 1Y | +38.9% | -26.3% | +65.2% | +28.7% |
| 3Y | +53.7% | -80.6% | +134.3% | -1.0% |
| 5Y | +40.4% | -83.6% | +124.0% | -1.6% |
| 10Y | +291.1% | -99.5% | +390.6% | +11.4% |
| All | +1,554.3% | -100.0% | +1,654.3% | +50.0% |
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