+51.7%
UNP vs SMTC
+116.8%
-65.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -1.7% | +22.5% | -24.2% | -3.1% |
| 30D | -2.1% | +24.9% | -27.0% | -3.8% |
| 3M | +5.4% | +4.1% | +1.4% | +4.4% |
| 6M | +13.4% | +92.6% | -79.2% | +6.1% |
| YTD | +25.0% | +122.5% | -97.5% | +15.3% |
| 1Y | +34.6% | +166.2% | -131.7% | +21.7% |
| 3Y | +43.6% | +577.2% | -533.5% | +10.4% |
| 5Y | +51.7% | +119.0% | -67.2% | +33.4% |
| All | +51.7% | +116.8% | -65.1% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling