+67.6%
UBER vs SAN
+227.7%
-160.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.5% |
| 7D | +1.6% | +4.0% | -2.4% | -0.1% |
| 30D | +0.6% | -7.8% | +8.4% | +3.9% |
| 3M | -8.2% | -16.4% | +8.2% | -1.3% |
| 6M | -6.7% | +3.5% | -10.2% | -9.4% |
| YTD | -14.7% | +6.7% | -21.4% | -19.4% |
| 1Y | -24.1% | +14.5% | -38.6% | -30.7% |
| 3Y | +33.4% | +243.5% | -210.1% | -31.0% |
| 5Y | +54.5% | +296.2% | -241.7% | -28.6% |
| All | +67.6% | +227.7% | -160.1% | -14.6% |
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 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