+38.9%
UNP vs STT
+48.2%
-9.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.1% | +5.1% | -3.0% | +1.0% |
| 30D | +7.7% | -0.2% | +8.0% | +7.7% |
| 3M | +4.0% | -8.1% | +12.2% | +5.8% |
| 6M | +15.7% | +16.6% | -1.0% | +10.5% |
| YTD | +33.5% | +37.8% | -4.3% | +20.5% |
| 1Y | +38.9% | +46.8% | -7.9% | +23.0% |
| All | +38.9% | +48.2% | -9.2% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling