+5,411.9%
UNP vs SUI
+4,109.4%
+1,302.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.1% |
| 7D | -4.6% | +6.2% | -10.8% | -6.7% |
| 30D | +5.6% | +8.6% | -2.9% | +2.3% |
| 3M | -1.3% | +1.0% | -2.3% | -1.9% |
| 6M | +9.2% | -2.6% | +11.8% | +9.8% |
| YTD | +27.3% | -0.1% | +27.5% | +26.7% |
| 1Y | +35.9% | +0.5% | +35.4% | +34.9% |
| 3Y | +45.5% | +15.3% | +30.2% | +35.1% |
| 5Y | +36.0% | -26.1% | +62.1% | +46.0% |
| 10Y | +307.2% | +117.8% | +189.4% | +183.9% |
| All | +5,411.9% | +4,109.4% | +1,302.4% | +1,492.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling