+40.2%
UNP vs SPMO
+114.1%
-73.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | +4.2% | +6.3% | -2.1% | +1.9% |
| 30D | +5.6% | -8.9% | +14.5% | +8.9% |
| 3M | +2.0% | -13.2% | +15.3% | +7.1% |
| 6M | +15.4% | -9.3% | +24.7% | +17.3% |
| YTD | +32.7% | +11.6% | +21.2% | +21.3% |
| 1Y | +39.4% | +13.4% | +26.0% | +26.3% |
| 3Y | +54.3% | +122.9% | -68.6% | -9.0% |
| All | +40.2% | +114.1% | -73.9% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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