+9,321.7%
UNP vs SAN
+2,116.5%
+7,205.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -5.3% | +1.8% | -7.1% | -5.8% |
| 30D | -1.5% | +2.0% | -3.5% | -2.1% |
| 3M | +10.3% | +19.7% | -9.5% | +4.3% |
| 6M | +9.7% | +30.6% | -21.0% | +0.6% |
| YTD | +27.1% | +28.8% | -1.8% | +16.4% |
| 1Y | +32.6% | +57.8% | -25.2% | +14.3% |
| 3Y | +40.0% | +338.1% | -298.1% | -12.2% |
| 5Y | +50.8% | +384.2% | -333.4% | -10.9% |
| 10Y | +278.6% | +353.1% | -74.5% | +116.6% |
| All | +9,321.7% | +2,116.5% | +7,205.2% | +3,544.9% |
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 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