+23.9%
UL vs SAN
+356.8%
-332.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -1.3% | +3.3% | -4.6% | -1.6% |
| 30D | +0.9% | +1.1% | -0.2% | +0.8% |
| 3M | +14.2% | +22.2% | -8.0% | +11.9% |
| 6M | -3.2% | +36.0% | -39.2% | -6.1% |
| YTD | -0.3% | +28.2% | -28.6% | -3.0% |
| 1Y | -8.8% | +54.1% | -62.9% | -12.8% |
| 3Y | +23.9% | +354.2% | -330.4% | +3.4% |
| All | +23.9% | +356.8% | -332.9% | +3.4% |
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