+38.3%
UNP vs SMR
-53.6%
+91.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.5% |
| 7D | +4.2% | -8.3% | +12.5% | +4.4% |
| 30D | +5.6% | -20.1% | +25.7% | +6.0% |
| 3M | +2.0% | -52.7% | +54.7% | +3.4% |
| 6M | +15.4% | -61.0% | +76.4% | +17.2% |
| YTD | +32.7% | -67.1% | +99.8% | +34.6% |
| 1Y | +39.4% | -79.9% | +119.3% | +43.1% |
| 3Y | +54.3% | +101.7% | -47.4% | +33.0% |
| All | +38.3% | -53.6% | +91.9% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling