+34.6%
UNP vs SFM
-47.5%
+82.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -1.3% |
| 7D | -1.7% | -7.2% | +5.5% | -1.7% |
| 30D | -2.1% | -14.3% | +12.2% | -2.1% |
| 3M | +5.4% | -13.7% | +19.2% | +5.5% |
| 6M | +13.4% | -6.0% | +19.4% | +13.6% |
| YTD | +25.0% | -8.2% | +33.2% | +25.2% |
| 1Y | +34.6% | -46.2% | +80.8% | +31.6% |
| All | +34.6% | -47.5% | +82.1% | +31.6% |
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