+99.5%
U vs SAN
+235.5%
-136.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.8% | +6.7% |
| 7D | +36.6% | +4.9% | +31.7% | +33.0% |
| 30D | +13.3% | -13.0% | +26.3% | +21.7% |
| 3M | +26.2% | -18.9% | +45.0% | +40.1% |
| 6M | +88.7% | -4.1% | +92.9% | +90.7% |
| YTD | +16.6% | +2.6% | +14.0% | +12.9% |
| 1Y | +29.0% | +16.9% | +12.0% | +15.8% |
| 3Y | +99.5% | +239.1% | -139.6% | +5.0% |
| All | +99.5% | +235.5% | -136.0% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling