+2,500.5%
UNP vs SPYM
+812.4%
+1,688.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +4.2% | +2.6% | +1.7% | +1.8% |
| 30D | +5.6% | -2.0% | +7.6% | +7.4% |
| 3M | +2.0% | -2.8% | +4.8% | +4.4% |
| 6M | +15.4% | +2.2% | +13.2% | +12.2% |
| YTD | +32.7% | +11.5% | +21.2% | +18.5% |
| 1Y | +39.4% | +13.5% | +25.9% | +22.3% |
| 3Y | +54.3% | +78.0% | -23.7% | -13.2% |
| 5Y | +39.6% | +73.1% | -33.5% | -20.7% |
| 10Y | +288.9% | +310.9% | -22.0% | -5.9% |
| All | +2,500.5% | +812.4% | +1,688.1% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling