+271.8%
UNP vs SIMO
+515.6%
-243.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.1% |
| 7D | -0.7% | +14.6% | -15.4% | -2.4% |
| 30D | -1.1% | +6.2% | -7.3% | -2.2% |
| 3M | +7.9% | +3.6% | +4.3% | +5.8% |
| 6M | +14.6% | +130.8% | -116.1% | -2.0% |
| YTD | +26.6% | +195.8% | -169.2% | +2.8% |
| 1Y | +35.6% | +225.0% | -189.4% | +7.6% |
| 3Y | +45.5% | +452.3% | -406.8% | +2.1% |
| 5Y | +50.0% | +303.6% | -253.6% | +7.2% |
| 10Y | +271.8% | +528.8% | -256.9% | +125.0% |
| All | +271.8% | +515.6% | -243.8% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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