+327.2%
SMH vs UNP
+52.3%
+274.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +0.3% | -1.8% | +2.1% | +1.1% |
| 30D | -2.8% | -2.7% | -0.1% | -1.7% |
| 3M | -6.7% | +6.5% | -13.2% | -9.9% |
| 6M | +41.8% | +14.4% | +27.4% | +31.3% |
| YTD | +57.9% | +24.8% | +33.1% | +39.4% |
| 1Y | +87.6% | +34.4% | +53.2% | +58.9% |
| 3Y | +282.9% | +43.6% | +239.4% | +205.9% |
| All | +327.2% | +52.3% | +274.9% | +233.9% |
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 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