+43.6%
UNP vs SCHG
+86.3%
-42.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | -1.8% | -1.0% | -0.8% | -1.5% |
| 30D | -2.7% | -1.3% | -1.5% | -2.4% |
| 3M | +6.5% | +5.4% | +1.1% | +4.6% |
| 6M | +14.4% | +14.4% | 0.0% | +8.9% |
| YTD | +24.8% | +8.0% | +16.8% | +21.2% |
| 1Y | +34.4% | +12.7% | +21.7% | +28.2% |
| 3Y | +43.6% | +85.6% | -42.0% | +10.5% |
| All | +43.6% | +86.3% | -42.7% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling