+39.4%
UNP vs SIMO
+90.9%
-51.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | -0.7% |
| 7D | +4.2% | +4.1% | +0.1% | +4.4% |
| 30D | +5.6% | -24.0% | +29.6% | +4.8% |
| 3M | +2.0% | -31.8% | +33.8% | +1.2% |
| 6M | +15.4% | -36.9% | +52.3% | +14.6% |
| YTD | +32.7% | +84.8% | -52.1% | +38.1% |
| 1Y | +39.4% | +99.0% | -59.6% | +45.5% |
| All | +39.4% | +90.9% | -51.4% | +45.5% |
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