+50.0%
UNP vs SBAC
-43.9%
+93.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -1.1% | +3.2% | -4.4% | -1.8% |
| 3M | +7.9% | -5.1% | +12.9% | +8.8% |
| 6M | +14.6% | -2.1% | +16.7% | +14.4% |
| YTD | +26.6% | -0.5% | +27.1% | +25.7% |
| 1Y | +35.6% | +1.1% | +34.4% | +33.9% |
| 3Y | +45.5% | -7.4% | +52.9% | +44.1% |
| 5Y | +50.0% | -44.3% | +94.3% | +67.4% |
| All | +50.0% | -43.9% | +93.9% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling