+271.8%
UNP vs STT
+264.2%
+7.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -0.7% | +2.2% | -2.9% | -1.7% |
| 30D | -1.1% | +3.9% | -5.0% | -2.8% |
| 3M | +7.9% | +19.2% | -11.3% | -0.2% |
| 6M | +14.6% | +60.4% | -45.7% | -6.9% |
| YTD | +26.6% | +51.5% | -24.9% | +5.0% |
| 1Y | +35.6% | +76.3% | -40.7% | +4.9% |
| 3Y | +45.5% | +200.7% | -155.3% | -12.0% |
| 5Y | +50.0% | +157.5% | -107.5% | -7.4% |
| 10Y | +271.8% | +262.0% | +9.8% | +78.3% |
| All | +271.8% | +264.2% | +7.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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