+72.4%
UBER vs SAN
+296.6%
-224.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -2.2% |
| 7D | -5.4% | +0.2% | -5.6% | -5.5% |
| 30D | -4.9% | +0.9% | -5.8% | -5.3% |
| 3M | +3.0% | +19.1% | -16.1% | -5.1% |
| 6M | -4.4% | +33.2% | -37.6% | -16.7% |
| YTD | -12.3% | +29.1% | -41.4% | -23.3% |
| 1Y | -24.3% | +50.2% | -74.5% | -38.5% |
| 3Y | +46.4% | +351.0% | -304.6% | -32.8% |
| 5Y | +79.7% | +394.7% | -315.0% | -24.7% |
| All | +72.4% | +296.6% | -224.2% | -18.8% |
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