+278.9%
UNP vs SPY
+307.0%
-28.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +4.2% | +2.6% | +1.6% | +1.9% |
| 30D | +5.6% | -2.0% | +7.6% | +7.3% |
| 3M | +2.0% | -2.8% | +4.8% | +4.2% |
| 6M | +15.4% | +2.1% | +13.3% | +12.4% |
| YTD | +32.7% | +11.5% | +21.2% | +19.2% |
| 1Y | +39.4% | +13.5% | +26.0% | +23.2% |
| 3Y | +54.3% | +77.7% | -23.4% | -11.6% |
| 5Y | +39.6% | +72.6% | -33.0% | -18.7% |
| All | +278.9% | +307.0% | -28.1% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling