+42.6%
UNP vs SPYG
+10.8%
+31.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.8% |
| 7D | +3.6% | -2.8% | +6.4% | +3.4% |
| 30D | +11.4% | -6.2% | +17.5% | +10.9% |
| 3M | +4.6% | -3.6% | +8.2% | +4.3% |
| 6M | +18.3% | +4.8% | +13.5% | +17.2% |
| YTD | +35.4% | +11.0% | +24.4% | +31.5% |
| 1Y | +42.6% | +11.2% | +31.4% | +38.6% |
| All | +42.6% | +10.8% | +31.8% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling