+278.9%
UNP vs STRL
+3,697.3%
-3,418.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | +4.2% | +15.7% | -11.4% | +2.2% |
| 30D | +5.6% | -35.5% | +41.1% | +10.6% |
| 3M | +2.0% | -47.1% | +49.2% | +9.2% |
| 6M | +15.4% | -65.8% | +81.2% | +28.9% |
| YTD | +32.7% | -4.5% | +37.2% | +22.1% |
| 1Y | +39.4% | -10.5% | +49.9% | +29.0% |
| 3Y | +54.3% | +340.6% | -286.3% | -2.9% |
| 5Y | +39.6% | +911.0% | -871.4% | -30.0% |
| All | +278.9% | +3,697.3% | -3,418.4% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling