+52.2%
UNP vs SAP
+55.2%
-3.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -5.3% | -2.9% | -2.4% | -4.9% |
| 30D | -1.5% | +9.0% | -10.6% | -3.0% |
| 3M | +10.3% | +14.9% | -4.7% | +7.5% |
| 6M | +9.7% | +11.9% | -2.2% | +7.3% |
| YTD | +27.1% | -9.9% | +37.0% | +29.6% |
| 1Y | +32.6% | -19.5% | +52.1% | +38.9% |
| 3Y | +40.0% | +61.8% | -21.8% | +17.9% |
| All | +52.2% | +55.2% | -3.1% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling