+55.2%
UNP vs SPYM
+79.2%
-24.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +2.1% | +3.3% | -1.2% | +0.2% |
| 30D | +7.7% | -2.6% | +10.4% | +9.3% |
| 3M | +4.0% | -1.7% | +5.8% | +4.9% |
| 6M | +15.7% | +3.1% | +12.5% | +12.9% |
| YTD | +33.5% | +12.0% | +21.5% | +23.4% |
| 1Y | +38.9% | +12.1% | +26.9% | +28.2% |
| All | +55.2% | +79.2% | -24.0% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling