+50.0%
UNP vs SE
-67.4%
+117.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -0.7% | +0.6% | -1.4% | -0.8% |
| 30D | -1.1% | -0.1% | -1.1% | -1.2% |
| 3M | +7.9% | +34.1% | -26.3% | +6.2% |
| 6M | +14.6% | +23.2% | -8.6% | +13.2% |
| YTD | +26.6% | -11.2% | +37.7% | +26.8% |
| 1Y | +35.6% | -40.5% | +76.1% | +38.3% |
| 3Y | +45.5% | +196.3% | -150.8% | +36.1% |
| 5Y | +50.0% | -67.0% | +117.0% | +47.4% |
| All | +50.0% | -67.4% | +117.4% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling