+137.5%
UMC vs SAN
+379.7%
-242.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +11.4% | -2.8% | +14.2% | +12.6% |
| 30D | +16.8% | -0.5% | +17.3% | +16.9% |
| 3M | +19.1% | +22.7% | -3.6% | +10.0% |
| 6M | +137.4% | +28.8% | +108.7% | +115.5% |
| YTD | +186.4% | +26.3% | +160.1% | +159.8% |
| 1Y | +229.1% | +48.8% | +180.2% | +179.7% |
| 3Y | +257.9% | +347.2% | -89.3% | +90.8% |
| 5Y | +137.5% | +383.8% | -246.2% | +11.0% |
| All | +137.5% | +379.7% | -242.2% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling