+2,653.9%
UL vs SAN
+2,116.5%
+537.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -1.3% | +1.8% | -3.1% | -1.8% |
| 30D | +0.5% | +2.0% | -1.5% | 0.0% |
| 3M | +17.6% | +19.7% | -2.1% | +12.2% |
| 6M | -5.4% | +30.6% | -36.0% | -11.9% |
| YTD | +0.7% | +28.8% | -28.1% | -6.3% |
| 1Y | -9.3% | +57.8% | -67.0% | -19.9% |
| 3Y | +24.5% | +338.1% | -313.6% | -16.4% |
| 5Y | +23.2% | +384.2% | -361.0% | -21.7% |
| 10Y | +64.5% | +353.2% | -288.7% | -1.8% |
| All | +2,653.9% | +2,116.5% | +537.4% | +856.5% |
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