+9,339.3%
UNP vs SAN
+1,664.5%
+7,674.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.0% |
| 7D | -4.6% | +4.9% | -9.5% | -5.9% |
| 30D | +5.6% | -13.0% | +18.6% | +9.6% |
| 3M | -1.3% | -18.9% | +17.6% | +4.3% |
| 6M | +9.2% | -4.1% | +13.4% | +9.5% |
| YTD | +27.3% | +2.6% | +24.8% | +24.0% |
| 1Y | +35.9% | +16.9% | +19.0% | +27.3% |
| 3Y | +45.5% | +239.1% | -193.6% | -2.2% |
| 5Y | +36.0% | +266.8% | -230.9% | -13.2% |
| 10Y | +307.2% | +246.0% | +61.2% | +150.9% |
| All | +9,339.3% | +1,664.5% | +7,674.8% | +3,780.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling