+5,815.3%
UNP vs SPY
+3,091.8%
+2,723.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | -5.3% | +0.1% | -5.5% | -5.4% |
| 30D | -1.5% | +0.1% | -1.6% | -1.6% |
| 3M | +10.3% | +2.0% | +8.3% | +8.0% |
| 6M | +9.7% | +13.0% | -3.3% | -1.6% |
| YTD | +27.1% | +13.5% | +13.6% | +13.5% |
| 1Y | +32.6% | +20.0% | +12.6% | +12.8% |
| 3Y | +40.0% | +77.2% | -37.2% | -15.4% |
| 5Y | +50.8% | +81.9% | -31.0% | -12.0% |
| 10Y | +278.6% | +314.1% | -35.4% | +12.2% |
| All | +5,815.3% | +3,091.8% | +2,723.5% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling