+149.6%
SAN vs URA
-50.4%
+200.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.5% | +4.5% | +6.0% |
| 7D | +10.8% | +0.3% | +10.5% | +10.5% |
| 30D | -5.7% | -14.8% | +9.0% | -0.3% |
| 3M | -13.4% | -25.3% | +11.9% | -4.2% |
| 6M | +3.5% | -39.9% | +43.5% | +23.3% |
| YTD | +9.7% | -22.4% | +32.2% | +16.5% |
| 1Y | +20.9% | -29.0% | +49.8% | +32.0% |
| 3Y | +254.3% | +41.0% | +213.3% | +176.1% |
| 5Y | +304.2% | +38.3% | +265.9% | +201.2% |
| 10Y | +260.2% | +276.1% | -15.8% | +51.4% |
| All | +149.6% | -50.4% | +200.0% | +110.6% |
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