-24.6%
UBER vs SAN
+49.8%
-74.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.6% |
| 7D | -7.0% | -0.5% | -6.5% | -6.9% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | +1.0% | +19.6% | -18.6% | -3.2% |
| 6M | -3.7% | +32.7% | -36.4% | -10.2% |
| YTD | -13.0% | +26.7% | -39.7% | -18.5% |
| All | -24.6% | +49.8% | -74.4% | -32.7% |
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