-24.5%
UBER vs SAN
+16.3%
-40.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +1.2% | +3.4% | -2.2% | +0.4% |
| 30D | -1.1% | -6.3% | +5.1% | -0.3% |
| 3M | -10.0% | -14.1% | +4.1% | -7.8% |
| 6M | -7.2% | +4.2% | -11.3% | -9.1% |
| YTD | -13.5% | +9.0% | -22.5% | -16.4% |
| All | -24.5% | +16.3% | -40.7% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling