+50.6%
UNP vs STLA
-61.3%
+111.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -5.3% | +2.6% | -7.9% | -5.8% |
| 30D | -1.5% | -1.2% | -0.3% | -1.5% |
| 3M | +10.3% | -24.8% | +35.0% | +15.9% |
| 6M | +9.7% | -25.6% | +35.2% | +14.9% |
| YTD | +27.1% | -48.9% | +76.0% | +42.4% |
| 1Y | +32.6% | -38.8% | +71.3% | +41.3% |
| 3Y | +40.0% | -64.5% | +104.5% | +62.3% |
| All | +50.6% | -61.3% | +111.9% | +64.7% |
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 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