+263.0%
UMC vs SAN
+343.8%
-80.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.4% |
| 7D | +13.6% | -0.5% | +14.1% | +13.7% |
| 30D | +20.8% | -0.1% | +20.8% | +20.7% |
| 3M | +16.1% | +19.6% | -3.5% | +9.4% |
| 6M | +137.3% | +32.7% | +104.6% | +117.1% |
| YTD | +193.8% | +26.7% | +167.1% | +170.7% |
| 1Y | +236.1% | +51.6% | +184.4% | +193.4% |
| All | +263.0% | +343.8% | -80.8% | +132.8% |
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