+6,070.4%
UNP vs SPY
+3,056.6%
+3,013.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.6% |
| 7D | -2.1% | -0.9% | -1.2% | -1.4% |
| 30D | +7.3% | -2.4% | +9.6% | +9.3% |
| 3M | +3.6% | -1.2% | +4.8% | +4.3% |
| 6M | +15.8% | +3.3% | +12.6% | +11.9% |
| YTD | +32.6% | +12.3% | +20.3% | +19.2% |
| 1Y | +37.2% | +12.4% | +24.8% | +23.1% |
| 3Y | +52.6% | +78.8% | -26.2% | -8.7% |
| 5Y | +40.6% | +75.2% | -34.6% | -15.6% |
| 10Y | +288.4% | +311.1% | -22.7% | +15.5% |
| All | +6,070.4% | +3,056.6% | +3,013.8% | +274.1% |
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