+1,218.8%
URI vs SAN
+267.2%
+951.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +6.1% | +0.7% | +3.5% |
| 7D | -4.0% | +8.7% | -12.7% | -8.6% |
| 30D | +6.8% | -6.5% | +13.3% | +10.2% |
| 3M | -2.8% | -14.2% | +11.4% | +4.7% |
| 6M | +20.9% | +2.7% | +18.1% | +16.3% |
| YTD | +40.2% | +8.9% | +31.4% | +27.2% |
| 1Y | +34.1% | +23.4% | +10.7% | +12.6% |
| 3Y | +164.1% | +257.9% | -93.8% | +8.1% |
| 5Y | +199.3% | +297.8% | -98.4% | +9.0% |
| 10Y | +1,218.8% | +259.6% | +959.2% | +417.7% |
| All | +1,218.8% | +267.2% | +951.6% | +417.7% |
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