+278.9%
UNP vs SPYM
+309.8%
-30.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +4.2% | +2.6% | +1.7% | +2.0% |
| 30D | +5.6% | -2.0% | +7.6% | +7.3% |
| 3M | +2.0% | -2.8% | +4.8% | +4.2% |
| 6M | +15.4% | +2.2% | +13.2% | +12.4% |
| YTD | +32.7% | +11.5% | +21.2% | +19.2% |
| 1Y | +39.4% | +13.5% | +25.9% | +23.2% |
| 3Y | +54.3% | +78.0% | -23.7% | -11.2% |
| 5Y | +39.6% | +73.1% | -33.5% | -18.5% |
| All | +278.9% | +309.8% | -30.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling