+32.6%
UNP vs SRE
+4.7%
+27.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -5.3% | -0.3% | -5.0% | -5.2% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | +10.3% | -6.3% | +16.6% | +12.2% |
| 6M | +9.7% | -10.7% | +20.3% | +12.8% |
| YTD | +27.1% | -3.5% | +30.6% | +28.6% |
| 1Y | +32.6% | +5.3% | +27.3% | +31.7% |
| All | +32.6% | +4.7% | +27.9% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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