+39.4%
UNP vs SAN
+12.6%
+26.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.6% |
| 7D | +4.2% | +4.0% | +0.2% | +3.9% |
| 30D | +5.6% | -7.8% | +13.4% | +5.9% |
| 3M | +2.0% | -16.4% | +18.4% | +3.0% |
| 6M | +15.4% | +3.5% | +11.9% | +14.2% |
| YTD | +32.7% | +6.7% | +26.0% | +26.9% |
| 1Y | +39.4% | +14.5% | +24.9% | +30.8% |
| All | +39.4% | +12.6% | +26.8% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling