-37.6%
SMCI vs UNP
+44.1%
-81.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -5.6% |
| 7D | -17.3% | +3.6% | -20.9% | -17.2% |
| 30D | -31.5% | +11.4% | -42.8% | -31.2% |
| 3M | -6.6% | +4.6% | -11.2% | -6.0% |
| 6M | +6.0% | +18.3% | -12.3% | +3.9% |
| YTD | +1.1% | +35.4% | -34.3% | -9.4% |
| 1Y | -37.6% | +42.6% | -80.2% | -51.7% |
| All | -37.6% | +44.1% | -81.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 1y: compounded portfolio wealth divided by compounded UNP 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…
1y analysis · Full analysis span regression · 6 months rolling