+7,535.9%
UNP vs STZ
+10,917.0%
-3,381.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -2.1% | -0.9% | -1.1% | -1.9% |
| 30D | +7.3% | +14.9% | -7.6% | +4.1% |
| 3M | +3.6% | +8.4% | -4.8% | +1.6% |
| 6M | +15.8% | +2.8% | +13.0% | +14.6% |
| YTD | +32.6% | +7.5% | +25.0% | +29.5% |
| 1Y | +37.2% | +12.5% | +24.7% | +32.6% |
| 3Y | +52.6% | -35.4% | +88.0% | +64.1% |
| 5Y | +40.6% | -29.3% | +69.9% | +47.7% |
| 10Y | +288.4% | +11.8% | +276.6% | +266.2% |
| All | +7,535.9% | +10,917.0% | -3,381.1% | +3,555.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling