+42.6%
UNP vs SN
+156.5%
-113.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.2% |
| 7D | +3.6% | +10.6% | -7.0% | +2.5% |
| 30D | +11.4% | +20.0% | -8.7% | +9.2% |
| 3M | +4.6% | +30.4% | -25.8% | +1.8% |
| 6M | +18.3% | +91.0% | -72.7% | +10.4% |
| YTD | +35.4% | +95.9% | -60.5% | +25.6% |
| 1Y | +42.6% | +158.9% | -116.3% | +27.5% |
| All | +42.6% | +156.5% | -113.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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