+37.2%
UNP vs SIMO
+97.3%
-60.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | +0.7% |
| 7D | -2.1% | +0.9% | -3.0% | -2.0% |
| 30D | +7.3% | -25.4% | +32.7% | +6.5% |
| 3M | +3.6% | -17.8% | +21.4% | +3.3% |
| 6M | +15.8% | -29.6% | +45.4% | +15.4% |
| YTD | +32.6% | +100.3% | -67.7% | +36.6% |
| 1Y | +37.2% | +100.4% | -63.1% | +41.5% |
| All | +37.2% | +97.3% | -60.1% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling