+5,903.5%
UNP vs SM
+1,302.7%
+4,600.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.7% |
| 7D | -4.6% | -25.9% | +21.4% | -1.0% |
| 30D | +5.6% | -15.1% | +20.8% | +7.5% |
| 3M | -1.3% | +4.9% | -6.2% | -2.6% |
| 6M | +9.2% | +6.1% | +3.1% | +7.0% |
| YTD | +27.3% | +63.4% | -36.1% | +17.0% |
| 1Y | +35.9% | +72.5% | -36.6% | +23.8% |
| 3Y | +45.5% | -16.9% | +62.4% | +42.3% |
| 5Y | +36.0% | -10.6% | +46.6% | +26.9% |
| 10Y | +307.2% | +11.3% | +295.9% | +172.2% |
| All | +5,903.5% | +1,302.7% | +4,600.8% | +2,741.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling