+282.5%
UNP vs SAN
+329.5%
-47.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -2.1% | -0.1% | -2.0% | -2.1% |
| 3M | +5.4% | +19.6% | -14.2% | -0.9% |
| 6M | +13.4% | +32.7% | -19.3% | +2.3% |
| YTD | +25.0% | +26.7% | -1.7% | +13.7% |
| 1Y | +34.6% | +51.6% | -17.1% | +14.9% |
| 3Y | +43.6% | +348.7% | -305.1% | -18.4% |
| 5Y | +51.7% | +378.7% | -327.0% | -19.2% |
| 10Y | +282.5% | +336.9% | -54.4% | +104.0% |
| All | +282.5% | +329.5% | -47.0% | +104.0% |
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