+243.6%
UMC vs SAN
+457.2%
-213.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.0% |
| 7D | +5.0% | +1.8% | +3.2% | +3.9% |
| 30D | +7.7% | +2.0% | +5.7% | +6.6% |
| 3M | +1.7% | +19.7% | -18.1% | -6.7% |
| 6M | +113.9% | +30.6% | +83.3% | +87.8% |
| YTD | +168.9% | +28.8% | +140.0% | +135.3% |
| 1Y | +207.2% | +57.8% | +149.4% | +142.8% |
| 3Y | +227.7% | +338.1% | -110.4% | +51.2% |
| 5Y | +118.0% | +384.2% | -266.2% | -8.4% |
| 10Y | +1,682.1% | +353.1% | +1,329.0% | +556.5% |
| All | +243.6% | +457.2% | -213.6% | -41.3% |
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