+54.8%
UBER vs SAN
+356.8%
-302.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -2.8% | +3.3% | -6.1% | -3.5% |
| 30D | -2.5% | +1.1% | -3.6% | -2.8% |
| 3M | +4.4% | +22.2% | -17.8% | -0.5% |
| 6M | -2.7% | +36.0% | -38.7% | -9.7% |
| YTD | -10.5% | +28.2% | -38.7% | -16.2% |
| 1Y | -22.5% | +54.1% | -76.6% | -30.6% |
| 3Y | +54.8% | +354.2% | -299.4% | +2.6% |
| All | +54.8% | +356.8% | -302.0% | +2.6% |
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