+4,415.2%
UNP vs SRE
+1,525.5%
+2,889.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | +10.3% | -6.3% | +16.6% | +12.8% |
| 6M | +9.7% | -10.7% | +20.3% | +14.2% |
| YTD | +27.1% | -3.5% | +30.6% | +28.2% |
| 1Y | +32.6% | +5.3% | +27.3% | +28.8% |
| 3Y | +40.0% | +31.8% | +8.2% | +21.2% |
| 5Y | +50.8% | +47.4% | +3.5% | +24.3% |
| 10Y | +278.6% | +120.6% | +158.1% | +156.4% |
| All | +4,415.2% | +1,525.5% | +2,889.6% | +1,541.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling