+4,907.6%
UNP vs SPYG
+561.6%
+4,346.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -0.7% | +1.2% | -1.9% | -1.6% |
| 30D | -1.1% | -1.6% | +0.4% | -0.1% |
| 3M | +7.9% | +3.4% | +4.5% | +4.8% |
| 6M | +14.6% | +18.9% | -4.3% | +0.4% |
| YTD | +26.6% | +13.8% | +12.8% | +14.1% |
| 1Y | +35.6% | +20.6% | +15.0% | +16.8% |
| 3Y | +45.5% | +100.5% | -55.0% | -15.2% |
| 5Y | +50.0% | +84.6% | -34.6% | -9.6% |
| 10Y | +271.8% | +410.8% | -139.0% | +5.9% |
| All | +4,907.6% | +561.6% | +4,346.0% | +752.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling