+284.1%
UNP vs SAN
+255.1%
+29.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.9% | +10.8% | -11.7% | -4.1% |
| 30D | +8.0% | -5.7% | +13.7% | +9.7% |
| 3M | +3.3% | -13.4% | +16.8% | +7.6% |
| 6M | +14.7% | +3.5% | +11.2% | +12.1% |
| YTD | +31.9% | +9.7% | +22.2% | +24.9% |
| 1Y | +37.1% | +20.9% | +16.2% | +25.5% |
| 3Y | +51.9% | +254.3% | -202.4% | -7.3% |
| 5Y | +39.3% | +304.2% | -264.9% | -22.1% |
| 10Y | +284.1% | +260.2% | +23.9% | +115.3% |
| All | +284.1% | +255.1% | +29.0% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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