+260.9%
UMC vs SAN
+454.6%
-193.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.5% | +5.3% |
| 7D | +6.6% | +3.3% | +3.3% | +4.8% |
| 30D | +16.6% | +1.1% | +15.5% | +15.8% |
| 3M | +11.0% | +22.2% | -11.2% | +0.9% |
| 6M | +131.3% | +36.0% | +95.3% | +99.2% |
| YTD | +182.5% | +28.2% | +154.2% | +147.7% |
| 1Y | +222.3% | +54.1% | +168.1% | +157.5% |
| 3Y | +253.0% | +354.2% | -101.2% | +60.1% |
| 5Y | +141.8% | +387.3% | -245.4% | +1.3% |
| 10Y | +1,772.2% | +334.8% | +1,437.4% | +605.7% |
| All | +260.9% | +454.6% | -193.7% | -38.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling