+40.9%
UNP vs SN
+650.0%
-609.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.0% |
| 7D | +2.1% | +1.4% | +0.7% | +1.9% |
| 30D | +7.7% | +16.6% | -8.9% | +5.8% |
| 3M | +4.0% | +18.3% | -14.2% | +1.9% |
| 6M | +15.7% | +103.1% | -87.4% | +6.1% |
| YTD | +33.5% | +96.7% | -63.2% | +22.5% |
| 1Y | +38.9% | +134.3% | -95.4% | +24.8% |
| 3Y | +53.7% | +425.2% | -371.6% | +27.9% |
| All | +40.9% | +650.0% | -609.1% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling