-37.5%
U vs SAN
+774.1%
-811.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +4.5% | +3.3% | +1.1% | +3.0% |
| 30D | -0.6% | +1.1% | -1.7% | -1.1% |
| 3M | +48.4% | +22.2% | +26.2% | +35.8% |
| 6M | +115.4% | +36.0% | +79.4% | +87.1% |
| YTD | -3.2% | +28.2% | -31.5% | -13.7% |
| 1Y | -6.0% | +54.1% | -60.2% | -22.8% |
| 3Y | +13.5% | +354.2% | -340.8% | -39.6% |
| 5Y | -68.0% | +387.3% | -455.3% | -84.7% |
| All | -37.5% | +774.1% | -811.5% | -58.5% |
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