+193.0%
SAN vs URA
-31.1%
+224.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +1.8% | +1.1% | +0.7% | +1.3% |
| 30D | +2.0% | +7.4% | -5.4% | -1.1% |
| 3M | +19.7% | -8.4% | +28.1% | +22.7% |
| 6M | +30.6% | -12.7% | +43.3% | +35.4% |
| YTD | +28.8% | +7.8% | +21.1% | +21.5% |
| 1Y | +57.8% | +19.5% | +38.3% | +40.2% |
| 3Y | +338.1% | +116.4% | +221.7% | +189.7% |
| 5Y | +384.2% | +134.3% | +249.9% | +187.5% |
| 10Y | +353.1% | +359.3% | -6.1% | +79.3% |
| All | +193.0% | -31.1% | +224.1% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling