+46.9%
UNP vs SBAC
-7.2%
+54.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.3% |
| 7D | -5.3% | -0.8% | -4.6% | -5.2% |
| 30D | -1.5% | +6.9% | -8.5% | -2.6% |
| 3M | +10.3% | -8.2% | +18.5% | +11.7% |
| 6M | +9.7% | -1.6% | +11.3% | +9.8% |
| YTD | +27.1% | -0.1% | +27.2% | +26.7% |
| 1Y | +32.6% | -0.5% | +33.0% | +32.1% |
| All | +46.9% | -7.2% | +54.1% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling