+277.6%
UNP vs SMTC
+548.2%
-270.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.2% |
| 7D | -1.8% | +13.1% | -14.9% | -3.6% |
| 30D | -2.7% | +19.5% | -22.2% | -5.7% |
| 3M | +6.5% | +2.2% | +4.3% | +4.3% |
| 6M | +14.4% | +94.9% | -80.5% | -0.4% |
| YTD | +24.8% | +127.0% | -102.1% | +5.5% |
| 1Y | +34.4% | +174.6% | -140.2% | +9.0% |
| 3Y | +43.6% | +615.9% | -572.3% | -16.0% |
| 5Y | +53.2% | +125.6% | -72.4% | +15.7% |
| All | +277.6% | +548.2% | -270.6% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling