+2,751.2%
UL vs SAN
+1,787.7%
+963.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +2.6% | +10.8% | -8.2% | 0.0% |
| 30D | +6.8% | -5.7% | +12.5% | +8.1% |
| 3M | +5.7% | -13.4% | +19.2% | +9.1% |
| 6M | +15.9% | +3.5% | +12.3% | +14.1% |
| YTD | +4.3% | +9.7% | -5.5% | +0.5% |
| 1Y | -0.4% | +20.9% | -21.3% | -6.3% |
| 3Y | +35.0% | +254.3% | -219.3% | -4.8% |
| 5Y | +31.6% | +304.2% | -272.6% | -12.7% |
| 10Y | +104.6% | +260.2% | -155.6% | +29.3% |
| All | +2,751.2% | +1,787.7% | +963.5% | +926.2% |
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