+284.1%
UNP vs STZ
+11.6%
+272.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | +5.3% | -6.3% | -2.7% |
| 30D | +8.0% | +19.6% | -11.6% | +1.4% |
| 3M | +3.3% | +10.0% | -6.6% | -0.5% |
| 6M | +14.7% | -0.3% | +15.0% | +13.9% |
| YTD | +31.9% | +8.6% | +23.4% | +26.0% |
| 1Y | +37.1% | +16.6% | +20.5% | +27.3% |
| 3Y | +51.9% | -34.8% | +86.6% | +71.3% |
| 5Y | +39.3% | -27.8% | +67.1% | +48.8% |
| 10Y | +284.1% | +12.5% | +271.6% | +260.8% |
| All | +284.1% | +11.6% | +272.5% | +260.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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