+43.8%
UNP vs SPYG
+98.4%
-54.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -2.1% | -1.7% | -0.4% | -1.6% |
| 3M | +5.4% | +3.6% | +1.8% | +4.2% |
| 6M | +13.4% | +16.6% | -3.2% | +7.1% |
| YTD | +25.0% | +13.4% | +11.6% | +19.1% |
| 1Y | +34.6% | +19.6% | +15.0% | +25.4% |
| All | +43.8% | +98.4% | -54.7% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling