+94.0%
UNP vs SITM
+4,608.4%
-4,514.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.4% | -0.4% |
| 7D | -5.3% | +9.7% | -15.1% | -6.1% |
| 30D | -1.5% | +12.7% | -14.2% | -3.1% |
| 3M | +10.3% | -13.4% | +23.7% | +10.3% |
| 6M | +9.7% | +59.6% | -50.0% | +2.3% |
| YTD | +27.1% | +73.3% | -46.2% | +17.1% |
| 1Y | +32.6% | +165.5% | -133.0% | +16.0% |
| 3Y | +40.0% | +368.7% | -328.7% | +9.4% |
| 5Y | +50.8% | +172.5% | -121.7% | +16.5% |
| All | +94.0% | +4,608.4% | -4,514.4% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling