+39.4%
UNP vs SFM
-36.8%
+76.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | +4.2% | +6.0% | -1.8% | +4.0% |
| 30D | +5.6% | -19.5% | +25.0% | +6.1% |
| 3M | +2.0% | -37.0% | +39.1% | +3.1% |
| 6M | +15.4% | -41.0% | +56.4% | +16.7% |
| YTD | +32.7% | -34.6% | +67.4% | +36.3% |
| 1Y | +39.4% | -36.3% | +75.7% | +43.7% |
| All | +39.4% | -36.8% | +76.2% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling