+54.1%
UNP vs SMTC
+772.6%
-718.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | +0.1% |
| 7D | -2.1% | +12.9% | -14.9% | -2.6% |
| 30D | +7.3% | -25.6% | +32.9% | +8.2% |
| 3M | +3.6% | -4.5% | +8.2% | +3.0% |
| 6M | +15.8% | -8.3% | +24.1% | +14.6% |
| YTD | +32.6% | +69.9% | -37.3% | +25.8% |
| 1Y | +37.2% | +73.9% | -36.7% | +29.9% |
| All | +54.1% | +772.6% | -718.5% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling