+35.6%
UNP vs STLA
-70.1%
+105.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -4.6% | -4.5% | 0.0% | -3.8% |
| 30D | +5.6% | -3.9% | +9.5% | +6.2% |
| 3M | -1.3% | -20.2% | +18.9% | +2.2% |
| 6M | +9.2% | -42.2% | +51.4% | +19.8% |
| YTD | +27.3% | -59.3% | +86.7% | +48.1% |
| 1Y | +35.9% | -56.1% | +92.0% | +55.1% |
| 3Y | +45.5% | -73.7% | +119.1% | +78.4% |
| All | +35.6% | -70.1% | +105.7% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling