+37.1%
UNP vs SE
-49.7%
+86.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | -0.9% | 0.0% | -1.0% | -0.9% |
| 30D | +8.0% | -19.4% | +27.4% | +7.7% |
| 3M | +3.3% | -33.1% | +36.4% | +2.7% |
| 6M | +14.7% | -11.4% | +26.2% | +14.3% |
| YTD | +31.9% | -39.8% | +71.7% | +30.4% |
| 1Y | +37.1% | -50.5% | +87.6% | +35.3% |
| All | +37.1% | -49.7% | +86.8% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling