+5,892.3%
UNP vs SM
+1,608.3%
+4,284.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | -1.5% | +26.3% | -27.9% | -4.7% |
| 3M | +10.3% | +8.7% | +1.6% | +8.5% |
| 6M | +9.7% | +51.7% | -42.0% | +2.5% |
| YTD | +27.1% | +99.0% | -71.9% | +14.4% |
| 1Y | +32.6% | +34.6% | -2.0% | +25.1% |
| 3Y | +40.0% | -7.8% | +47.7% | +35.6% |
| 5Y | +50.8% | +104.8% | -53.9% | +26.4% |
| 10Y | +278.6% | +7.2% | +271.4% | +155.7% |
| All | +5,892.3% | +1,608.3% | +4,284.0% | +2,678.1% |
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