+212.6%
URI vs SAN
+300.6%
-88.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | +2.4% | +3.4% | -1.0% | +1.1% |
| 30D | +8.9% | -6.3% | +15.2% | +11.3% |
| 3M | +0.8% | -14.1% | +14.9% | +6.4% |
| 6M | +23.1% | +4.2% | +19.0% | +19.2% |
| YTD | +43.1% | +9.0% | +34.0% | +33.4% |
| 1Y | +35.7% | +18.8% | +16.9% | +21.6% |
| 3Y | +158.2% | +252.0% | -93.8% | +31.3% |
| 5Y | +212.6% | +299.5% | -86.9% | +43.9% |
| All | +212.6% | +300.6% | -88.0% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling