+379.9%
SAN vs UUUU
+79.1%
+300.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.0% | +7.2% | +2.8% |
| 7D | +0.2% | -10.5% | +10.7% | +1.4% |
| 30D | +0.9% | -10.5% | +11.4% | +2.0% |
| 3M | +19.1% | -14.1% | +33.2% | +20.4% |
| 6M | +33.2% | -35.5% | +68.7% | +37.7% |
| YTD | +29.1% | -10.9% | +40.0% | +27.0% |
| 1Y | +50.2% | +3.4% | +46.9% | +42.4% |
| 3Y | +351.0% | +73.1% | +277.9% | +280.7% |
| All | +379.9% | +79.1% | +300.8% | +279.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling