+5,966.3%
UNP vs SPY
+3,027.0%
+2,939.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +0.4% |
| 7D | -3.3% | +0.1% | -3.3% | -3.3% |
| 30D | +6.7% | -3.3% | +10.0% | +9.6% |
| 3M | +1.8% | -2.4% | +4.2% | +3.6% |
| 6M | +13.3% | +2.6% | +10.8% | +10.2% |
| YTD | +30.3% | +11.2% | +19.1% | +18.1% |
| 1Y | +36.9% | +13.4% | +23.5% | +22.0% |
| 3Y | +50.9% | +79.9% | -29.0% | -10.2% |
| 5Y | +37.9% | +72.2% | -34.2% | -15.9% |
| 10Y | +293.8% | +307.3% | -13.5% | +18.0% |
| All | +5,966.3% | +3,027.0% | +2,939.3% | +270.7% |
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