+4,622.1%
UNP vs SAP
+2,233.8%
+2,388.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -5.3% | -2.9% | -2.4% | -4.8% |
| 30D | -1.5% | +9.0% | -10.6% | -3.4% |
| 3M | +10.3% | +14.9% | -4.7% | +6.6% |
| 6M | +9.7% | +11.9% | -2.2% | +6.0% |
| YTD | +27.1% | -9.9% | +37.0% | +27.7% |
| 1Y | +32.6% | -19.5% | +52.1% | +36.3% |
| 3Y | +40.0% | +61.8% | -21.8% | +22.5% |
| 5Y | +50.8% | +56.2% | -5.3% | +31.4% |
| 10Y | +278.6% | +180.6% | +98.0% | +189.9% |
| All | +4,622.1% | +2,233.8% | +2,388.4% | +2,531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling