+4,615.0%
UNP vs SRE
+1,451.4%
+3,163.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +2.0% | -7.3% | +9.3% | +4.8% |
| 6M | +15.4% | -11.9% | +27.3% | +20.8% |
| YTD | +32.7% | -7.9% | +40.6% | +36.2% |
| 1Y | +39.4% | -11.1% | +50.6% | +45.0% |
| 3Y | +54.3% | +24.8% | +29.5% | +36.6% |
| 5Y | +39.6% | +52.4% | -12.7% | +13.6% |
| 10Y | +288.9% | +127.9% | +161.0% | +160.7% |
| All | +4,615.0% | +1,451.4% | +3,163.6% | +1,644.8% |
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