+82.2%
UBER vs SAN
+295.8%
-213.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -3.9% | +1.8% | -5.7% | -4.6% |
| 30D | +11.1% | +2.0% | +9.1% | +10.1% |
| 3M | +4.9% | +19.7% | -14.8% | -3.7% |
| 6M | -1.2% | +30.6% | -31.8% | -13.2% |
| YTD | -7.3% | +28.8% | -36.1% | -18.9% |
| 1Y | -17.6% | +57.8% | -75.4% | -34.6% |
| 3Y | +61.1% | +338.1% | -277.1% | -25.0% |
| 5Y | +87.9% | +384.2% | -296.3% | -20.3% |
| All | +82.2% | +295.8% | -213.6% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling