+3,340.8%
UNP vs SBAC
+2,219.2%
+1,121.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -3.3% | +3.0% | -6.2% | -3.6% |
| 30D | +6.7% | +4.3% | +2.4% | +6.1% |
| 3M | +1.8% | +4.1% | -2.4% | +1.2% |
| 6M | +13.3% | -11.6% | +25.0% | +14.7% |
| YTD | +30.3% | +0.4% | +30.0% | +29.5% |
| 1Y | +36.9% | -1.1% | +38.0% | +36.2% |
| 3Y | +50.9% | -7.3% | +58.2% | +50.4% |
| 5Y | +37.9% | -40.8% | +78.7% | +44.0% |
| 10Y | +293.8% | +103.0% | +190.8% | +257.1% |
| All | +3,340.8% | +2,219.2% | +1,121.5% | +2,238.7% |
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