+32.6%
UNP vs SM
+36.8%
-4.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.2% |
| 7D | -5.3% | -0.5% | -4.9% | -5.3% |
| 30D | -1.5% | +25.6% | -27.1% | -2.2% |
| 3M | +10.3% | +8.0% | +2.2% | +9.9% |
| 6M | +9.7% | +50.8% | -41.1% | +5.7% |
| YTD | +27.1% | +97.9% | -70.8% | +17.5% |
| 1Y | +32.6% | +33.8% | -1.2% | +26.8% |
| All | +32.6% | +36.8% | -4.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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