+341.1%
SAN vs UUUU
+83.7%
+257.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.1% |
| 7D | -2.8% | -5.0% | +2.2% | -2.5% |
| 30D | -0.5% | -7.8% | +7.2% | -0.1% |
| 3M | +22.7% | -0.4% | +23.2% | +22.3% |
| 6M | +28.8% | -32.9% | +61.7% | +30.7% |
| YTD | +26.3% | -6.3% | +32.5% | +25.2% |
| 1Y | +48.8% | +7.9% | +40.9% | +45.3% |
| All | +341.1% | +83.7% | +257.4% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 3y: compounded portfolio wealth divided by compounded UUUU 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…
3y analysis · Full analysis span regression · 6 months rolling