+35.6%
UNP vs SAN
+267.8%
-232.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.1% |
| 7D | -4.6% | +4.9% | -9.5% | -5.5% |
| 30D | +5.6% | -13.0% | +18.6% | +8.6% |
| 3M | -1.3% | -18.9% | +17.6% | +2.8% |
| 6M | +9.2% | -4.1% | +13.4% | +9.3% |
| YTD | +27.3% | +2.6% | +24.8% | +24.3% |
| 1Y | +35.9% | +16.9% | +19.0% | +28.3% |
| 3Y | +45.5% | +239.1% | -193.6% | +2.5% |
| All | +35.6% | +267.8% | -232.2% | -4.9% |
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