+3,255.1%
UNP vs SBAC
+2,208.1%
+1,047.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.3% |
| 7D | -5.3% | -0.8% | -4.6% | -5.3% |
| 30D | -1.5% | +6.9% | -8.5% | -2.4% |
| 3M | +10.3% | -8.2% | +18.5% | +11.2% |
| 6M | +9.7% | -1.6% | +11.3% | +9.4% |
| YTD | +27.1% | -0.1% | +27.2% | +26.4% |
| 1Y | +32.6% | -0.5% | +33.0% | +31.9% |
| 3Y | +40.0% | -9.1% | +49.1% | +39.8% |
| 5Y | +50.8% | -43.8% | +94.6% | +58.5% |
| 10Y | +278.6% | +80.5% | +198.1% | +247.8% |
| All | +3,255.1% | +2,208.1% | +1,047.0% | +2,184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling