+40.6%
UNP vs SUI
-27.1%
+67.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -2.1% | -2.4% | +0.4% | -1.3% |
| 30D | +7.3% | +3.3% | +4.0% | +6.0% |
| 3M | +3.6% | +0.7% | +3.0% | +3.1% |
| 6M | +15.8% | -4.1% | +20.0% | +17.0% |
| YTD | +32.6% | -1.8% | +34.4% | +32.7% |
| 1Y | +37.2% | -4.1% | +41.3% | +38.4% |
| 3Y | +52.6% | +17.4% | +35.2% | +41.5% |
| 5Y | +40.6% | -27.0% | +67.6% | +50.9% |
| All | +40.6% | -27.1% | +67.7% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling