+1,061.7%
SMH vs UNP
+4,427.6%
-3,365.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | +4.9% | +4.2% | +0.7% | +2.7% |
| 30D | -13.8% | +5.6% | -19.4% | -16.4% |
| 3M | -17.4% | +2.0% | -19.4% | -18.6% |
| 6M | -15.0% | +15.4% | -30.4% | -22.4% |
| YTD | +35.2% | +32.7% | +2.4% | +13.6% |
| 1Y | +41.6% | +39.4% | +2.2% | +15.7% |
| 3Y | +215.6% | +54.3% | +161.3% | +140.5% |
| 5Y | +233.2% | +39.6% | +193.6% | +164.4% |
| 10Y | +1,458.7% | +288.9% | +1,169.8% | +596.8% |
| All | +1,061.7% | +4,427.6% | -3,365.9% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling