+206.8%
UNP vs SE
+569.0%
-362.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.0% |
| 7D | -1.7% | -3.6% | +1.9% | -1.4% |
| 30D | -2.1% | -5.3% | +3.2% | -1.8% |
| 3M | +5.4% | +28.1% | -22.6% | +3.0% |
| 6M | +13.4% | +20.7% | -7.3% | +11.0% |
| YTD | +25.0% | -14.8% | +39.7% | +25.6% |
| 1Y | +34.6% | -43.6% | +78.1% | +39.7% |
| 3Y | +43.6% | +184.2% | -140.6% | +26.9% |
| 5Y | +51.7% | -66.3% | +118.0% | +58.7% |
| All | +206.8% | +569.0% | -362.2% | +100.7% |
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