+40.4%
UNP vs SPYM
+74.6%
-34.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +2.1% | +3.3% | -1.2% | 0.0% |
| 30D | +7.7% | -2.6% | +10.4% | +9.5% |
| 3M | +4.0% | -1.7% | +5.8% | +5.0% |
| 6M | +15.7% | +3.1% | +12.5% | +12.7% |
| YTD | +33.5% | +12.0% | +21.5% | +22.7% |
| 1Y | +38.9% | +12.1% | +26.9% | +27.5% |
| 3Y | +53.7% | +78.5% | -24.9% | +0.3% |
| 5Y | +40.4% | +73.8% | -33.4% | -9.0% |
| All | +40.4% | +74.6% | -34.2% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling