+275.3%
UMC vs SAN
+447.9%
-172.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 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