+42.6%
UNP vs SMR
-87.0%
+129.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +1.6% |
| 7D | +3.6% | -9.5% | +13.1% | +3.4% |
| 30D | +11.4% | -33.2% | +44.6% | +10.6% |
| 3M | +4.6% | -45.9% | +50.5% | +3.6% |
| 6M | +18.3% | -57.9% | +76.2% | +17.3% |
| YTD | +35.4% | -63.8% | +99.2% | +33.7% |
| 1Y | +42.6% | -85.6% | +128.2% | +39.6% |
| All | +42.6% | -87.0% | +129.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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