+46.9%
UNP vs STLA
-64.4%
+111.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -5.3% | +2.6% | -7.9% | -5.7% |
| 30D | -1.5% | -1.2% | -0.3% | -1.5% |
| 3M | +10.3% | -24.8% | +35.0% | +15.0% |
| 6M | +9.7% | -25.6% | +35.2% | +14.0% |
| YTD | +27.1% | -48.9% | +76.0% | +40.0% |
| 1Y | +32.6% | -38.8% | +71.3% | +39.6% |
| All | +46.9% | -64.4% | +111.3% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling