+46.9%
UNP vs SN
+419.0%
-372.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -5.3% | -9.3% | +4.0% | -4.2% |
| 30D | -1.5% | -4.8% | +3.2% | -1.0% |
| 3M | +10.3% | +40.4% | -30.2% | +5.2% |
| 6M | +9.7% | +50.9% | -41.3% | +3.3% |
| YTD | +27.1% | +54.9% | -27.8% | +19.1% |
| 1Y | +32.6% | +43.0% | -10.5% | +25.4% |
| All | +46.9% | +419.0% | -372.1% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling