+37.1%
UNP vs STLA
-59.1%
+96.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.5% |
| 7D | -0.9% | -4.9% | +4.0% | -0.5% |
| 30D | +8.0% | -4.9% | +12.9% | +8.4% |
| 3M | +3.3% | -23.7% | +27.0% | +5.6% |
| 6M | +14.7% | -45.0% | +59.7% | +21.1% |
| YTD | +31.9% | -60.9% | +92.8% | +43.9% |
| 1Y | +37.1% | -58.9% | +96.0% | +47.8% |
| All | +37.1% | -59.1% | +96.2% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling