+1,150.0%
URI vs SAN
+347.3%
+802.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | -2.0% | +1.8% | -3.8% | -3.0% |
| 30D | -12.9% | +2.0% | -14.9% | -14.0% |
| 3M | -6.7% | +19.7% | -26.5% | -16.5% |
| 6M | +19.0% | +30.6% | -11.6% | 0.0% |
| YTD | +25.5% | +28.8% | -3.3% | +4.8% |
| 1Y | +5.5% | +57.8% | -52.2% | -22.4% |
| 3Y | +111.3% | +338.1% | -226.8% | -21.9% |
| 5Y | +198.6% | +384.2% | -185.7% | -1.8% |
| All | +1,150.0% | +347.3% | +802.8% | +325.4% |
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 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