-69.4%
U vs SAN
+381.6%
-451.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -3.8% | +1.8% | -5.6% | -4.9% |
| 30D | +17.5% | +2.0% | +15.5% | +15.9% |
| 3M | +38.7% | +19.7% | +19.0% | +23.0% |
| 6M | +104.4% | +30.6% | +73.8% | +69.6% |
| YTD | -5.7% | +28.8% | -34.5% | -21.2% |
| 1Y | +3.7% | +57.8% | -54.1% | -24.8% |
| 3Y | +12.3% | +338.1% | -325.8% | -60.9% |
| All | -69.4% | +381.6% | -451.0% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling