+32.4%
UNP vs SMR
-3.5%
+35.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -5.3% | +4.4% | -9.8% | -5.4% |
| 30D | -1.5% | +3.4% | -5.0% | -1.7% |
| 3M | +10.3% | -19.2% | +29.4% | +10.6% |
| 6M | +9.7% | -22.6% | +32.3% | +9.8% |
| YTD | +27.1% | -31.5% | +58.6% | +27.2% |
| 1Y | +32.6% | -73.1% | +105.7% | +35.4% |
| 3Y | +40.0% | +55.0% | -15.0% | +26.1% |
| All | +32.4% | -3.5% | +35.9% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling