+293.8%
UNP vs SIMO
+436.4%
-142.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +1.8% |
| 7D | -3.3% | -8.2% | +4.9% | -2.6% |
| 30D | +6.7% | -34.6% | +41.3% | +10.8% |
| 3M | +1.8% | -32.6% | +34.4% | +4.6% |
| 6M | +13.3% | -31.8% | +45.2% | +14.2% |
| YTD | +30.3% | +87.6% | -57.3% | +9.9% |
| 1Y | +36.9% | +86.7% | -49.7% | +15.4% |
| 3Y | +50.9% | +227.4% | -176.5% | +11.4% |
| 5Y | +37.9% | +173.0% | -135.1% | +0.9% |
| 10Y | +293.8% | +409.6% | -115.8% | +136.3% |
| All | +293.8% | +436.4% | -142.6% | +136.3% |
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