+2,390.3%
UNP vs SPYM
+829.4%
+1,560.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | -5.3% | +0.1% | -5.5% | -5.4% |
| 30D | -1.5% | +0.1% | -1.6% | -1.6% |
| 3M | +10.3% | +2.0% | +8.2% | +7.7% |
| 6M | +9.7% | +13.1% | -3.4% | -2.9% |
| YTD | +27.1% | +13.6% | +13.5% | +11.9% |
| 1Y | +32.6% | +20.1% | +12.5% | +10.5% |
| 3Y | +40.0% | +77.6% | -37.6% | -20.9% |
| 5Y | +50.8% | +82.5% | -31.7% | -18.4% |
| 10Y | +278.6% | +317.6% | -39.0% | -9.4% |
| All | +2,390.3% | +829.4% | +1,560.9% | +177.8% |
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