+103.9%
UL vs SAN
+275.0%
-171.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.7% | +3.4% | -5.1% | -2.3% |
| 30D | +4.5% | -6.3% | +10.8% | +5.5% |
| 3M | +5.5% | -14.1% | +19.6% | +7.9% |
| 6M | +17.0% | +4.2% | +12.8% | +15.7% |
| YTD | +3.2% | +9.0% | -5.9% | +0.8% |
| 1Y | -1.9% | +18.8% | -20.6% | -5.6% |
| 3Y | +33.6% | +252.0% | -218.5% | +4.6% |
| 5Y | +31.5% | +299.5% | -268.0% | -1.7% |
| 10Y | +103.9% | +276.7% | -172.7% | +53.2% |
| All | +103.9% | +275.0% | -171.1% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling