-45.1%
USAR vs SAN
+12.6%
-57.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.6% |
| 7D | -0.8% | +4.0% | -4.8% | -4.0% |
| 30D | -20.9% | -7.8% | -13.1% | -15.3% |
| 3M | -56.2% | -16.4% | -39.8% | -48.8% |
| 6M | -67.9% | +3.5% | -71.4% | -68.3% |
| YTD | -31.4% | +6.7% | -38.1% | -40.8% |
| 1Y | -45.1% | +14.5% | -59.5% | -55.7% |
| All | -45.1% | +12.6% | -57.7% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling