+399.7%
UNP vs SFM
+46.8%
+352.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | +2.1% | -0.4% | +2.5% | +2.1% |
| 30D | +7.7% | -19.2% | +26.9% | +9.8% |
| 3M | +4.0% | -40.3% | +44.3% | +9.7% |
| 6M | +15.7% | -40.9% | +56.5% | +21.7% |
| YTD | +33.5% | -35.5% | +69.0% | +38.4% |
| 1Y | +38.9% | -37.4% | +76.4% | +44.5% |
| 3Y | +53.7% | +25.5% | +28.2% | +41.9% |
| 5Y | +40.4% | +113.0% | -72.6% | +19.0% |
| 10Y | +291.1% | +136.3% | +154.8% | +214.9% |
| All | +399.7% | +46.8% | +352.9% | +320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling