+45.5%
UNP vs SFM
+96.9%
-51.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | 0.0% |
| 7D | -0.7% | -5.8% | +5.1% | -0.4% |
| 30D | -1.1% | -11.4% | +10.2% | -0.5% |
| 3M | +7.9% | -12.2% | +20.1% | +8.5% |
| 6M | +14.6% | -5.2% | +19.8% | +14.7% |
| YTD | +26.6% | -4.5% | +31.1% | +26.5% |
| 1Y | +35.6% | -45.4% | +81.0% | +42.4% |
| 3Y | +45.5% | +91.1% | -45.6% | +34.6% |
| All | +45.5% | +96.9% | -51.4% | +34.6% |
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 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