+50.0%
UNP vs SAN
+381.9%
-332.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.7% | +3.3% | -4.1% | -1.5% |
| 30D | -1.1% | +1.1% | -2.2% | -1.4% |
| 3M | +7.9% | +22.2% | -14.3% | +2.8% |
| 6M | +14.6% | +36.0% | -21.4% | +6.1% |
| YTD | +26.6% | +28.2% | -1.7% | +18.2% |
| 1Y | +35.6% | +54.1% | -18.6% | +20.7% |
| 3Y | +45.5% | +354.2% | -308.7% | -3.8% |
| 5Y | +50.0% | +387.3% | -337.3% | -7.1% |
| All | +50.0% | +381.9% | -332.0% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling