+1,182.4%
URI vs SAN
+255.1%
+927.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | -6.0% | +10.8% | -16.7% | -11.4% |
| 30D | +4.6% | -5.7% | +10.3% | +7.4% |
| 3M | -2.7% | -13.4% | +10.7% | +4.3% |
| 6M | +18.4% | +3.5% | +14.8% | +13.4% |
| YTD | +37.4% | +9.7% | +27.6% | +24.1% |
| 1Y | +30.4% | +20.9% | +9.5% | +10.9% |
| 3Y | +147.9% | +254.3% | -106.4% | +2.2% |
| 5Y | +202.1% | +304.2% | -102.2% | +8.9% |
| 10Y | +1,182.4% | +260.2% | +922.2% | +400.9% |
| All | +1,182.4% | +255.1% | +927.4% | +400.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling