+157.7%
SAN vs UUUU
-92.0%
+249.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +1.8% | -1.4% | +3.1% | +1.9% |
| 30D | +2.0% | +16.3% | -14.3% | +0.3% |
| 3M | +19.7% | -16.7% | +36.4% | +21.3% |
| 6M | +30.6% | -33.7% | +64.3% | +34.5% |
| YTD | +28.8% | -0.5% | +29.3% | +26.0% |
| 1Y | +57.8% | +28.9% | +28.9% | +48.1% |
| 3Y | +338.1% | +99.9% | +238.3% | +278.7% |
| 5Y | +384.2% | +135.3% | +248.9% | +296.6% |
| 10Y | +353.1% | +518.4% | -165.2% | +204.7% |
| All | +157.7% | -92.0% | +249.7% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling