+4,630.9%
UNP vs SAP
+2,432.7%
+2,198.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.8% |
| 7D | -4.6% | -0.7% | -3.9% | -4.4% |
| 30D | +5.6% | +11.1% | -5.5% | +3.4% |
| 3M | -1.3% | +17.0% | -18.4% | -4.6% |
| 6M | +9.2% | +34.8% | -25.6% | +1.9% |
| YTD | +27.3% | -2.2% | +29.6% | +25.7% |
| 1Y | +35.9% | -6.4% | +42.4% | +35.4% |
| 3Y | +45.5% | +75.1% | -29.7% | +25.2% |
| 5Y | +36.0% | +69.8% | -33.8% | +16.4% |
| 10Y | +307.2% | +219.8% | +87.4% | +203.7% |
| All | +4,630.9% | +2,432.7% | +2,198.2% | +2,490.7% |
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 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