+16.9%
SAN vs URA
-31.4%
+48.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -3.5% |
| 7D | +4.9% | -4.1% | +9.0% | +6.1% |
| 30D | -13.0% | -19.0% | +6.0% | -7.6% |
| 3M | -18.9% | -25.1% | +6.3% | -12.3% |
| 6M | -4.1% | -44.5% | +40.3% | +11.6% |
| YTD | +2.6% | -24.3% | +26.9% | +8.8% |
| 1Y | +16.9% | -28.1% | +45.1% | +25.2% |
| All | +16.9% | -31.4% | +48.3% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling