+70.0%
UBER vs SAN
+235.0%
-164.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +1.2% | +3.4% | -2.2% | -0.3% |
| 30D | -1.1% | -6.3% | +5.1% | +1.4% |
| 3M | -10.0% | -14.1% | +4.1% | -4.4% |
| 6M | -7.2% | +4.2% | -11.3% | -10.1% |
| YTD | -13.5% | +9.0% | -22.5% | -19.0% |
| 1Y | -24.5% | +18.8% | -43.2% | -32.2% |
| 3Y | +37.0% | +252.0% | -215.0% | -29.9% |
| 5Y | +63.3% | +299.5% | -236.2% | -24.7% |
| All | +70.0% | +235.0% | -164.9% | -14.2% |
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