+42.6%
UNP vs SARO
-7.8%
+50.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | +3.6% | +15.8% | -12.2% | +2.3% |
| 30D | +11.4% | +22.2% | -10.8% | +9.5% |
| 3M | +4.6% | -16.2% | +20.8% | +6.1% |
| 6M | +18.3% | +4.6% | +13.7% | +16.3% |
| YTD | +35.4% | -10.4% | +45.8% | +36.5% |
| 1Y | +42.6% | -6.5% | +49.1% | +42.7% |
| All | +42.6% | -7.8% | +50.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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