+233.7%
SMH vs UNP
+39.6%
+194.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | +4.9% | +4.2% | +0.7% | +3.1% |
| 30D | -13.8% | +5.6% | -19.4% | -15.8% |
| 3M | -17.4% | +2.0% | -19.4% | -18.3% |
| 6M | -15.0% | +15.4% | -30.4% | -21.3% |
| YTD | +35.2% | +32.7% | +2.4% | +15.7% |
| 1Y | +41.6% | +39.4% | +2.2% | +17.9% |
| 3Y | +215.6% | +54.3% | +161.3% | +142.5% |
| All | +233.7% | +39.6% | +194.1% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling