+334.8%
SAN vs URA
+371.9%
-37.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.5% |
| 7D | +3.3% | +8.1% | -4.8% | +0.6% |
| 30D | +1.1% | +5.8% | -4.7% | -1.1% |
| 3M | +22.2% | +3.4% | +18.8% | +20.0% |
| 6M | +36.0% | -2.6% | +38.6% | +35.4% |
| YTD | +28.2% | +11.2% | +17.1% | +20.4% |
| 1Y | +54.1% | +19.8% | +34.3% | +38.4% |
| 3Y | +354.2% | +121.5% | +232.8% | +208.2% |
| 5Y | +387.3% | +134.5% | +252.8% | +201.5% |
| 10Y | +334.8% | +376.7% | -41.9% | +75.7% |
| All | +334.8% | +371.9% | -37.1% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling