+225.8%
UNP vs SE
+363.8%
-137.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | +5.6% | -20.9% | +26.5% | +7.5% |
| 3M | +2.0% | -38.9% | +40.9% | +5.9% |
| 6M | +15.4% | -19.4% | +34.8% | +16.7% |
| YTD | +32.7% | -40.9% | +73.7% | +37.1% |
| 1Y | +39.4% | -46.2% | +85.6% | +45.0% |
| 3Y | +54.3% | +63.7% | -9.4% | +42.8% |
| 5Y | +39.6% | -77.9% | +117.5% | +51.5% |
| All | +225.8% | +363.8% | -137.9% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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