+34.8%
SMCI vs UNP
+43.7%
-8.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.3% | -4.1% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | +18.3% | -2.0% | +20.3% | +18.8% |
| 3M | +27.7% | +7.5% | +20.2% | +24.6% |
| 6M | +17.6% | +15.3% | +2.2% | +11.3% |
| YTD | +27.7% | +25.4% | +2.3% | +17.0% |
| 1Y | -14.9% | +35.6% | -50.5% | -24.0% |
| All | +34.8% | +43.7% | -8.9% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling