+45.5%
UNP vs SGI
+59.4%
-13.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.7% | +9.3% | -10.0% | -2.6% |
| 30D | -1.1% | +6.9% | -8.0% | -2.6% |
| 3M | +7.9% | +2.8% | +5.0% | +6.8% |
| 6M | +14.6% | -12.6% | +27.2% | +17.1% |
| YTD | +26.6% | -21.5% | +48.1% | +32.2% |
| 1Y | +35.6% | -18.8% | +54.3% | +40.0% |
| 3Y | +45.5% | +60.8% | -15.3% | +27.3% |
| All | +45.5% | +59.4% | -13.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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