+42.6%
UNP vs SITM
+47.5%
-4.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.4% | +11.0% | +1.6% |
| 7D | +3.6% | -19.5% | +23.1% | +3.6% |
| 30D | +11.4% | -43.2% | +54.6% | +11.6% |
| 3M | +4.6% | -30.8% | +35.4% | +4.6% |
| 6M | +18.3% | -28.6% | +46.9% | +16.4% |
| YTD | +35.4% | +14.2% | +21.2% | +29.3% |
| 1Y | +42.6% | +44.4% | -1.8% | +34.6% |
| All | +42.6% | +47.5% | -4.9% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling