+34.4%
UNP vs SMR
-75.4%
+109.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.7% | +15.2% | -0.7% |
| 7D | -1.8% | -11.2% | +9.4% | -1.9% |
| 30D | -2.7% | -10.2% | +7.5% | -2.8% |
| 3M | +6.5% | -10.0% | +16.5% | +6.6% |
| 6M | +14.4% | -30.5% | +44.8% | +14.3% |
| YTD | +24.8% | -39.2% | +64.0% | +24.5% |
| 1Y | +34.4% | -75.5% | +109.9% | +33.1% |
| All | +34.4% | -75.4% | +109.8% | +33.1% |
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