+5,715.4%
UNP vs SIRI
-17.9%
+5,733.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -0.7% | +4.3% | -5.0% | -1.0% |
| 30D | -1.1% | -2.8% | +1.7% | -1.0% |
| 3M | +7.9% | +5.9% | +1.9% | +7.5% |
| 6M | +14.6% | +31.9% | -17.3% | +12.8% |
| YTD | +26.6% | +48.7% | -22.1% | +23.7% |
| 1Y | +35.6% | +23.2% | +12.3% | +33.7% |
| 3Y | +45.5% | -23.9% | +69.4% | +45.6% |
| 5Y | +50.0% | -43.4% | +93.4% | +51.1% |
| 10Y | +271.8% | -13.6% | +285.4% | +267.1% |
| All | +5,715.4% | -17.9% | +5,733.2% | +4,863.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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