+298.4%
SAN vs URA
+25.6%
+272.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | +4.0% | -1.5% | +5.5% | +4.5% |
| 30D | -7.8% | -10.4% | +2.6% | -5.1% |
| 3M | -16.4% | -29.6% | +13.3% | -8.2% |
| 6M | +3.5% | -40.3% | +43.8% | +18.3% |
| YTD | +6.7% | -25.5% | +32.2% | +13.2% |
| 1Y | +14.5% | -26.4% | +40.9% | +21.5% |
| 3Y | +243.5% | +31.4% | +212.1% | +190.8% |
| All | +298.4% | +25.6% | +272.8% | +218.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling