+50.9%
UNP vs SFM
+23.1%
+27.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.3% |
| 7D | -3.3% | -10.2% | +7.0% | -2.6% |
| 30D | +6.7% | -23.9% | +30.6% | +8.2% |
| 3M | +1.8% | -42.3% | +44.0% | +4.9% |
| 6M | +13.3% | -40.1% | +53.5% | +16.4% |
| YTD | +30.3% | -37.8% | +68.1% | +33.4% |
| 1Y | +36.9% | -37.1% | +74.0% | +39.9% |
| 3Y | +50.9% | +21.5% | +29.4% | +36.3% |
| All | +50.9% | +23.1% | +27.8% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling