+45.5%
UNP vs SIMO
+214.6%
-169.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -2.7% |
| 7D | -4.6% | -22.0% | +17.4% | -4.2% |
| 30D | +5.6% | -43.0% | +48.7% | +6.6% |
| 3M | -1.3% | -39.1% | +37.8% | -0.7% |
| 6M | +9.2% | -33.3% | +42.5% | +9.0% |
| YTD | +27.3% | +77.0% | -49.6% | +17.3% |
| 1Y | +35.9% | +73.0% | -37.1% | +25.4% |
| 3Y | +45.5% | +215.7% | -170.3% | +18.9% |
| All | +45.5% | +214.6% | -169.1% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling