+53.4%
UNP vs SITM
+170.3%
-116.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -1.7% | +3.7% | -5.4% | -2.0% |
| 30D | -2.1% | -14.5% | +12.4% | -1.2% |
| 3M | +5.4% | -10.6% | +16.0% | +5.4% |
| 6M | +13.4% | +65.5% | -52.2% | +6.9% |
| YTD | +25.0% | +67.0% | -42.1% | +17.3% |
| 1Y | +34.6% | +138.6% | -104.0% | +21.9% |
| 3Y | +43.6% | +421.8% | -378.2% | +16.5% |
| All | +53.4% | +170.3% | -116.9% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling