+9,728.0%
UNP vs SMTC
+53,327.2%
-43,599.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | -0.4% |
| 7D | -2.1% | +12.9% | -14.9% | -3.4% |
| 30D | +7.3% | -25.6% | +32.9% | +9.3% |
| 3M | +3.6% | -4.5% | +8.2% | +2.5% |
| 6M | +15.8% | -8.3% | +24.1% | +13.8% |
| YTD | +32.6% | +69.9% | -37.3% | +22.2% |
| 1Y | +37.2% | +73.9% | -36.7% | +26.0% |
| 3Y | +52.6% | +757.7% | -705.1% | +15.0% |
| 5Y | +40.6% | +38.7% | +1.9% | +22.4% |
| 10Y | +288.4% | +376.1% | -87.7% | +199.4% |
| All | +9,728.0% | +53,327.2% | -43,599.2% | +6,343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling