+37.1%
UNP vs STZ
+17.1%
+20.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | +5.3% | -6.3% | -1.8% |
| 30D | +8.0% | +19.6% | -11.6% | +4.8% |
| 3M | +3.3% | +10.0% | -6.6% | +1.4% |
| 6M | +14.7% | -0.3% | +15.0% | +14.3% |
| YTD | +31.9% | +8.6% | +23.4% | +28.6% |
| 1Y | +37.1% | +16.6% | +20.5% | +31.9% |
| All | +37.1% | +17.1% | +20.1% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling