+35.6%
UNP vs STRL
+779.4%
-743.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -2.8% |
| 7D | -4.6% | -26.9% | +22.4% | -2.9% |
| 30D | +5.6% | -52.7% | +58.3% | +10.5% |
| 3M | -1.3% | -52.8% | +51.5% | +3.0% |
| 6M | +9.2% | -71.5% | +80.7% | +17.3% |
| YTD | +27.3% | -17.4% | +44.8% | +21.0% |
| 1Y | +35.9% | -35.0% | +70.9% | +32.2% |
| 3Y | +45.5% | +239.2% | -193.8% | +4.2% |
| All | +35.6% | +779.4% | -743.7% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling