+54.0%
UNP vs SYY
+20.0%
+34.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -1.2% | +1.5% | -2.7% | -1.7% |
| 30D | -2.0% | -2.3% | +0.3% | -1.2% |
| 3M | +7.5% | +5.5% | +2.0% | +5.2% |
| 6M | +15.3% | -1.0% | +16.3% | +14.8% |
| YTD | +25.4% | +14.1% | +11.3% | +17.3% |
| 1Y | +35.6% | +5.6% | +30.0% | +30.8% |
| 3Y | +44.1% | +27.9% | +16.3% | +27.4% |
| 5Y | +54.0% | +22.7% | +31.2% | +33.2% |
| All | +54.0% | +20.0% | +34.0% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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