+38.9%
UNP vs SAP
-5.9%
+44.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.1% | -3.9% | +6.0% | +2.0% |
| 30D | +7.7% | +6.5% | +1.2% | +8.0% |
| 3M | +4.0% | +14.7% | -10.6% | +4.8% |
| 6M | +15.7% | +39.9% | -24.3% | +18.1% |
| YTD | +33.5% | -2.0% | +35.5% | +32.5% |
| 1Y | +38.9% | -6.0% | +44.9% | +39.2% |
| All | +38.9% | -5.9% | +44.9% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling