+50.0%
UNP vs SPY
+81.8%
-31.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -0.7% | +0.5% | -1.3% | -1.1% |
| 30D | -1.1% | -0.9% | -0.2% | -0.5% |
| 3M | +7.9% | +3.9% | +4.0% | +5.0% |
| 6M | +14.6% | +14.5% | +0.1% | +4.0% |
| YTD | +26.6% | +12.9% | +13.7% | +16.0% |
| 1Y | +35.6% | +19.4% | +16.2% | +19.3% |
| 3Y | +45.5% | +78.5% | -33.0% | -4.9% |
| 5Y | +50.0% | +81.8% | -31.8% | -6.0% |
| All | +50.0% | +81.8% | -31.8% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling