-26.3%
U vs SAN
+647.9%
-674.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | +24.4% | +10.8% | +13.6% | +18.7% |
| 30D | +7.4% | -5.7% | +13.1% | +9.9% |
| 3M | +16.8% | -13.4% | +30.2% | +23.7% |
| 6M | +78.8% | +3.5% | +75.2% | +74.7% |
| YTD | +14.0% | +9.7% | +4.2% | +8.2% |
| 1Y | +16.7% | +20.9% | -4.2% | +6.2% |
| 3Y | +86.4% | +254.3% | -167.9% | +9.3% |
| 5Y | -71.5% | +304.2% | -375.7% | -85.6% |
| All | -26.3% | +647.9% | -674.3% | -48.0% |
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