+1,085.1%
UNP vs STLA
+263.8%
+821.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.6% |
| 6M | +9.7% | -25.6% | +35.2% | +14.8% |
| YTD | +27.1% | -48.9% | +76.0% | +41.4% |
| 1Y | +32.6% | -38.8% | +71.3% | +41.4% |
| 3Y | +40.0% | -64.5% | +104.5% | +61.4% |
| 5Y | +50.8% | -62.4% | +113.3% | +68.6% |
| 10Y | +278.6% | +55.4% | +223.2% | +231.8% |
| All | +1,085.1% | +263.8% | +821.3% | +876.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling