+277.6%
UNP vs SCHG
+459.0%
-181.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.0% |
| 7D | -1.8% | -1.0% | -0.8% | -1.2% |
| 30D | -2.7% | -1.3% | -1.5% | -2.0% |
| 3M | +6.5% | +5.4% | +1.1% | +2.8% |
| 6M | +14.4% | +14.4% | 0.0% | +4.5% |
| YTD | +24.8% | +8.0% | +16.8% | +18.0% |
| 1Y | +34.4% | +12.7% | +21.7% | +23.3% |
| 3Y | +43.6% | +85.6% | -42.0% | -7.7% |
| 5Y | +53.2% | +85.5% | -32.3% | -4.2% |
| All | +277.6% | +459.0% | -181.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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