+7,128.3%
URI vs SAN
+569.6%
+6,558.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.9% |
| 7D | -12.9% | +3.5% | -16.4% | -14.8% |
| 30D | -3.4% | -13.2% | +9.8% | +3.4% |
| 3M | -10.0% | -16.9% | +6.9% | -1.8% |
| 6M | +12.2% | +2.3% | +9.8% | +8.5% |
| YTD | +29.8% | +4.9% | +24.8% | +21.2% |
| 1Y | +24.6% | +20.4% | +4.2% | +8.0% |
| 3Y | +137.6% | +243.2% | -105.6% | +11.9% |
| 5Y | +176.6% | +275.3% | -98.7% | +19.8% |
| 10Y | +1,402.6% | +254.0% | +1,148.6% | +549.8% |
| All | +7,128.3% | +569.6% | +6,558.8% | +2,492.6% |
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