+282.5%
UNP vs SFM
+280.6%
+1.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -0.8% |
| 7D | -1.7% | -7.2% | +5.5% | -0.9% |
| 30D | -2.1% | -14.3% | +12.2% | -0.5% |
| 3M | +5.4% | -13.7% | +19.2% | +6.9% |
| 6M | +13.4% | -6.0% | +19.4% | +13.4% |
| YTD | +25.0% | -8.2% | +33.2% | +25.1% |
| 1Y | +34.6% | -46.2% | +80.8% | +43.0% |
| 3Y | +43.6% | +83.6% | -39.9% | +27.4% |
| 5Y | +51.7% | +212.7% | -161.0% | +23.8% |
| 10Y | +282.5% | +273.0% | +9.5% | +200.1% |
| All | +282.5% | +280.6% | +1.9% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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