-22.7%
U vs SAN
+627.1%
-649.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +5.0% |
| 7D | +2.6% | +4.0% | -1.4% | +0.7% |
| 30D | +27.6% | -7.8% | +35.4% | +31.7% |
| 3M | +15.3% | -16.4% | +31.7% | +23.9% |
| 6M | +96.4% | +3.5% | +92.9% | +91.8% |
| YTD | +19.6% | +6.7% | +12.9% | +14.8% |
| 1Y | +42.1% | +14.5% | +27.6% | +32.3% |
| 3Y | +87.5% | +243.5% | -156.0% | +11.3% |
| 5Y | -73.1% | +296.2% | -369.3% | -86.2% |
| All | -22.7% | +627.1% | -649.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling