+45.5%
UNP vs SE
+64.9%
-19.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -4.6% | +2.0% | -6.6% | -4.6% |
| 30D | +5.6% | -20.0% | +25.6% | +6.3% |
| 3M | -1.3% | -31.8% | +30.5% | -0.3% |
| 6M | +9.2% | -15.9% | +25.1% | +9.4% |
| YTD | +27.3% | -40.6% | +68.0% | +29.1% |
| 1Y | +35.9% | -50.7% | +86.6% | +38.9% |
| 3Y | +45.5% | +70.3% | -24.8% | +43.9% |
| All | +45.5% | +64.9% | -19.5% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling