+282.5%
UNP vs STLA
+46.8%
+235.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | -2.1% | -5.2% | +3.1% | -1.1% |
| 3M | +5.4% | -24.9% | +30.3% | +12.3% |
| 6M | +13.4% | -25.2% | +38.6% | +20.1% |
| YTD | +25.0% | -51.4% | +76.4% | +45.7% |
| 1Y | +34.6% | -40.7% | +75.3% | +47.1% |
| 3Y | +43.6% | -66.3% | +109.9% | +75.5% |
| 5Y | +51.7% | -63.2% | +115.0% | +75.5% |
| 10Y | +282.5% | +48.7% | +233.8% | +221.1% |
| All | +282.5% | +46.8% | +235.8% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling