+278.9%
UNP vs SRE
+127.7%
+151.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +4.2% | +1.8% | +2.5% | +3.5% |
| 30D | +5.6% | -3.0% | +8.6% | +6.9% |
| 3M | +2.0% | -7.3% | +9.3% | +4.8% |
| 6M | +15.4% | -11.9% | +27.3% | +20.9% |
| YTD | +32.7% | -7.9% | +40.6% | +36.2% |
| 1Y | +39.4% | -11.1% | +50.6% | +45.1% |
| 3Y | +54.3% | +24.8% | +29.5% | +34.8% |
| 5Y | +39.6% | +52.4% | -12.7% | +11.5% |
| All | +278.9% | +127.7% | +151.2% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling