+1,817.6%
SMH vs UNP
+285.4%
+1,532.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +0.3% | -1.8% | +2.1% | +1.2% |
| 30D | -2.8% | -2.7% | -0.1% | -1.4% |
| 3M | -6.7% | +6.5% | -13.2% | -10.5% |
| 6M | +41.8% | +14.4% | +27.4% | +29.5% |
| YTD | +57.9% | +24.8% | +33.1% | +36.6% |
| 1Y | +87.6% | +34.4% | +53.2% | +55.0% |
| 3Y | +282.9% | +43.6% | +239.4% | +198.1% |
| 5Y | +330.4% | +53.2% | +277.2% | +215.8% |
| All | +1,817.6% | +285.4% | +1,532.2% | +863.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling