+50.0%
UNP vs STZ
-36.5%
+86.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +1.1% |
| 7D | -0.7% | -7.4% | +6.6% | +1.2% |
| 30D | -1.1% | -10.9% | +9.7% | +1.7% |
| 3M | +7.9% | -13.4% | +21.3% | +11.6% |
| 6M | +14.6% | -16.2% | +30.8% | +19.3% |
| YTD | +26.6% | -10.4% | +37.0% | +28.8% |
| 1Y | +35.6% | -14.8% | +50.3% | +39.6% |
| 3Y | +45.5% | -50.1% | +95.6% | +73.5% |
| 5Y | +50.0% | -38.8% | +88.8% | +62.7% |
| All | +50.0% | -36.5% | +86.5% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling