+284.1%
UNP vs STLA
+12.4%
+271.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +2.1% |
| 7D | -0.9% | -4.9% | +4.0% | +0.2% |
| 30D | +8.0% | -4.9% | +12.9% | +8.9% |
| 3M | +3.3% | -23.7% | +27.0% | +9.2% |
| 6M | +14.7% | -45.0% | +59.7% | +30.7% |
| YTD | +31.9% | -60.9% | +92.8% | +61.1% |
| 1Y | +37.1% | -58.9% | +96.0% | +64.8% |
| 3Y | +51.9% | -74.4% | +126.3% | +98.5% |
| 5Y | +39.3% | -71.5% | +110.8% | +71.0% |
| 10Y | +284.1% | +5.3% | +278.8% | +259.7% |
| All | +284.1% | +12.4% | +271.7% | +259.7% |
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