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  • UMC vs SAN✓SelectedUSD · SANUMC vs SAN performance historyLatest closeAs of+3.99%09/09
Stock and ETF performance explorer

UMC vs SAN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+275.3%
SAN return
+447.9%
Excess return
-172.5%
Maximum drawdown
-89.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSANExcessAlpha
1D+4.0%-1.2%+5.2%+4.6%
7D+13.6%-0.5%+14.1%+13.8%
30D+20.8%-0.1%+20.8%+20.6%
3M+16.1%+19.6%-3.5%+6.6%
6M+137.3%+32.7%+104.6%+106.7%
YTD+193.8%+26.7%+167.1%+159.1%
1Y+236.1%+51.6%+184.4%+170.6%
3Y+267.1%+348.7%-81.6%+67.4%
5Y+145.3%+378.7%-233.5%+3.6%
10Y+1,857.3%+336.9%+1,520.4%+635.0%
All+275.3%+447.9%-172.5%-35.4%

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