+293.8%
UNP vs SAP
+228.4%
+65.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.9% |
| 7D | -3.3% | +1.6% | -4.9% | -3.7% |
| 30D | +6.7% | +10.5% | -3.8% | +3.6% |
| 3M | +1.8% | +15.2% | -13.4% | -2.6% |
| 6M | +13.3% | +36.7% | -23.3% | +2.0% |
| YTD | +30.3% | -0.6% | +30.9% | +28.4% |
| 1Y | +36.9% | -4.1% | +41.1% | +36.6% |
| 3Y | +50.9% | +73.2% | -22.3% | +15.8% |
| 5Y | +37.9% | +74.1% | -36.2% | +3.2% |
| 10Y | +293.8% | +222.9% | +70.9% | +127.7% |
| All | +293.8% | +228.4% | +65.4% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling