+179.2%
URI vs SAN
+267.8%
-88.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +2.0% |
| 7D | -9.8% | +4.9% | -14.7% | -11.7% |
| 30D | +1.7% | -13.0% | +14.7% | +7.0% |
| 3M | -9.1% | -18.9% | +9.8% | -1.9% |
| 6M | +9.9% | -4.1% | +14.0% | +9.9% |
| YTD | +31.2% | +2.6% | +28.6% | +25.2% |
| 1Y | +25.9% | +16.9% | +9.0% | +13.0% |
| 3Y | +147.4% | +239.1% | -91.7% | +27.1% |
| All | +179.2% | +267.8% | -88.7% | +37.2% |
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