+2,650.3%
UNP vs SIMO
+3,332.4%
-682.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -1.0% |
| 7D | -5.3% | +4.2% | -9.6% | -5.9% |
| 30D | -1.5% | +4.1% | -5.6% | -2.6% |
| 3M | +10.3% | -12.9% | +23.1% | +10.2% |
| 6M | +9.7% | +110.3% | -100.7% | -5.8% |
| YTD | +27.1% | +178.6% | -151.5% | +3.7% |
| 1Y | +32.6% | +220.0% | -187.4% | +5.3% |
| 3Y | +40.0% | +409.0% | -369.0% | +1.1% |
| 5Y | +50.8% | +277.3% | -226.5% | +10.8% |
| 10Y | +278.6% | +506.6% | -228.0% | +145.1% |
| All | +2,650.3% | +3,332.4% | -682.1% | +948.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling