+287.1%
UNP vs SPMO
+575.8%
-288.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -0.7% | +3.4% | -4.1% | -2.6% |
| 30D | -1.1% | +0.5% | -1.7% | -1.5% |
| 3M | +7.9% | +1.9% | +6.0% | +5.2% |
| 6M | +14.6% | +27.8% | -13.2% | -3.9% |
| YTD | +26.6% | +26.7% | -0.1% | +6.6% |
| 1Y | +35.6% | +28.9% | +6.7% | +12.5% |
| 3Y | +45.5% | +160.7% | -115.2% | -27.4% |
| 5Y | +50.0% | +150.2% | -100.2% | -23.6% |
| 10Y | +271.8% | +517.5% | -245.7% | +10.3% |
| All | +287.1% | +575.8% | -288.7% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling