+7,210.0%
URI vs SAN
+554.5%
+6,655.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +2.3% |
| 7D | -9.8% | +4.9% | -14.7% | -12.4% |
| 30D | +1.7% | -13.0% | +14.7% | +8.7% |
| 3M | -9.1% | -18.9% | +9.8% | +0.4% |
| 6M | +9.9% | -4.1% | +14.0% | +10.0% |
| YTD | +31.2% | +2.6% | +28.6% | +24.0% |
| 1Y | +25.9% | +16.9% | +9.0% | +10.8% |
| 3Y | +147.4% | +239.1% | -91.7% | +17.1% |
| 5Y | +179.7% | +266.8% | -87.1% | +22.6% |
| 10Y | +1,419.5% | +246.0% | +1,173.5% | +564.8% |
| All | +7,210.0% | +554.5% | +6,655.5% | +2,552.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling