+212.0%
UNP vs SE
+589.8%
-377.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -5.3% | -6.1% | +0.7% | -4.9% |
| 30D | -1.5% | -2.5% | +0.9% | -1.5% |
| 3M | +10.3% | +21.7% | -11.5% | +8.1% |
| 6M | +9.7% | +27.0% | -17.3% | +6.9% |
| YTD | +27.1% | -12.1% | +39.2% | +27.4% |
| 1Y | +32.6% | -40.9% | +73.5% | +37.1% |
| 3Y | +40.0% | +191.0% | -151.0% | +23.4% |
| 5Y | +50.8% | -68.3% | +119.1% | +59.3% |
| All | +212.0% | +589.8% | -377.8% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling