+34.4%
UNP vs SMTC
+169.6%
-135.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -0.5% |
| 7D | -1.8% | +13.1% | -14.9% | -1.9% |
| 30D | -2.7% | +19.5% | -22.2% | -2.8% |
| 3M | +6.5% | +2.2% | +4.3% | +6.5% |
| 6M | +14.4% | +94.9% | -80.5% | +11.7% |
| YTD | +24.8% | +127.0% | -102.1% | +22.1% |
| 1Y | +34.4% | +174.6% | -140.2% | +32.6% |
| All | +34.4% | +169.6% | -135.2% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling