+40.6%
UNP vs SGI
+48.7%
-8.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.1% | -10.5% | +8.4% | +0.1% |
| 30D | +7.3% | +0.1% | +7.2% | +7.1% |
| 3M | +3.6% | -4.0% | +7.6% | +4.1% |
| 6M | +15.8% | -5.6% | +21.5% | +16.2% |
| YTD | +32.6% | -29.5% | +62.1% | +40.6% |
| 1Y | +37.2% | -31.5% | +68.7% | +46.4% |
| 3Y | +52.6% | +71.6% | -19.0% | +32.6% |
| 5Y | +40.6% | +50.5% | -10.0% | +20.5% |
| All | +40.6% | +48.7% | -8.2% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling