+39.4%
UNP vs SITM
+47.8%
-8.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -0.6% |
| 7D | +4.2% | +6.6% | -2.4% | +4.2% |
| 30D | +5.6% | -15.3% | +20.9% | +5.7% |
| 3M | +2.0% | -35.4% | +37.4% | +2.3% |
| 6M | +15.4% | -46.8% | +62.2% | +16.6% |
| YTD | +32.7% | +25.9% | +6.9% | +25.4% |
| 1Y | +39.4% | +54.0% | -14.6% | +30.2% |
| All | +39.4% | +47.8% | -8.4% | +30.2% |
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